-99.9%
BIYA vs CRL
+112.2%
-212.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +5.7% |
| 7D | -4.1% | -1.7% | -2.3% | -3.6% |
| 30D | -35.5% | +14.6% | -50.1% | -39.2% |
| 3M | -56.3% | +24.8% | -81.1% | -60.6% |
| 6M | -88.7% | +94.7% | -183.3% | -91.8% |
| YTD | -97.0% | +73.4% | -170.3% | -97.7% |
| 1Y | -98.7% | +104.7% | -203.4% | -99.2% |
| All | -99.9% | +112.2% | -212.1% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling