-99.8%
BIYA vs CRL
+72.3%
-172.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +1.1% |
| 7D | +2.7% | -0.6% | +3.3% | +2.9% |
| 30D | -18.7% | +5.0% | -23.7% | -20.5% |
| 3M | -72.0% | +50.6% | -122.6% | -76.8% |
| 6M | -86.4% | +60.9% | -147.3% | -89.5% |
| YTD | -94.2% | +40.7% | -134.9% | -95.1% |
| 1Y | -98.4% | +73.3% | -171.7% | -98.9% |
| All | -99.8% | +72.3% | -172.1% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling