Bitcoin Cash analysis
Active baseline: bitcoin · 90d window
Comparison hierarchy
Macro layer (hard assets) and crypto layer (market beta) for Bitcoin Cash.
Normalized prices
Rebased to 100 at window start
Cumulative return
Percent change from window start
Descriptive statistics
vs bitcoin · 90 daily observations
Correlation (ρ)
0.711
Linear co-movement of daily returns with bitcoin.
Beta (β)
1.451
Return sensitivity to bitcoin. β = 1 moves in step; <1 less amplified; >1 more amplified.
R²
0.506
Share of Bitcoin Cash's daily variation explained by bitcoin (0–1).
Inferential statistics
Two-tailed tests on the selected 90d window — not a forecast.
Correlation p-value: 0.0000 — statistically significant at 95% (historical window only)
95% CI: [0.590, 0.801]
Beta p-value: 0.0000 — statistically significant at 95% (historical window only)
95% CI: [1.147, 1.755]
Regression F-test: F = 88.976, p = 0.0006 — model significant at 95%
Regime independence (2×2 up/down): χ² = 46.828, p = 0.0000 — up/down days not independent at 95%
Variance ratio F-test: F = 4.165, p = 0.0043