-98.2%
BIYA vs CRL
+85.3%
-183.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.3% | +4.0% | -4.4% |
| 7D | -4.0% | -12.8% | +8.7% | -6.3% |
| 30D | -15.0% | +5.0% | -20.0% | -13.8% |
| 3M | -58.1% | +39.4% | -97.5% | -55.1% |
| 6M | -90.0% | +89.4% | -179.4% | -87.6% |
| YTD | -96.9% | +63.6% | -160.5% | -96.2% |
| 1Y | -98.2% | +83.5% | -181.7% | -97.9% |
| All | -98.2% | +85.3% | -183.6% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling