-99.9%
BIYA vs CRL
+116.9%
-216.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | -0.4% |
| 7D | -7.8% | +4.4% | -12.2% | -9.4% |
| 30D | -38.5% | +17.1% | -55.6% | -42.5% |
| 3M | -59.5% | +32.1% | -91.6% | -64.4% |
| 6M | -89.2% | +98.9% | -188.1% | -92.2% |
| YTD | -97.1% | +77.1% | -174.2% | -97.8% |
| 1Y | -99.0% | +110.3% | -209.3% | -99.4% |
| All | -99.9% | +116.9% | -216.7% | -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 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