-99.8%
BIYA vs CGNX
+111.9%
-211.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -2.6% |
| 7D | -1.8% | +3.2% | -4.9% | -2.1% |
| 30D | -17.5% | +6.0% | -23.5% | -17.9% |
| 3M | -78.0% | +3.5% | -81.6% | -77.9% |
| 6M | -89.5% | +26.3% | -115.8% | -89.8% |
| YTD | -94.3% | +79.2% | -173.5% | -95.3% |
| 1Y | -98.6% | +43.8% | -142.4% | -98.7% |
| All | -99.8% | +111.9% | -211.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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