-99.8%
BIYA vs CAPR
-33.6%
-66.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.7% |
| 7D | +1.3% | -2.0% | +3.3% | +1.3% |
| 30D | -21.0% | +139.2% | -160.2% | -18.1% |
| 3M | -74.3% | -66.4% | -7.9% | -74.2% |
| 6M | -84.6% | -63.1% | -21.5% | -84.6% |
| YTD | -94.2% | -67.4% | -26.7% | -94.1% |
| 1Y | -98.2% | +58.2% | -156.5% | -98.3% |
| All | -99.8% | -33.6% | -66.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling