-99.8%
BIYA vs CPB
-37.4%
-62.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +2.7% | -8.0% | +10.7% | +5.0% |
| 30D | -16.7% | -2.4% | -14.3% | -16.6% |
| 3M | -74.6% | +0.5% | -75.2% | -74.6% |
| 6M | -85.4% | -10.5% | -74.9% | -85.6% |
| YTD | -94.2% | -17.5% | -76.7% | -94.2% |
| 1Y | -98.6% | -31.0% | -67.5% | -98.4% |
| All | -99.8% | -37.4% | -62.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling