-99.8%
BIYA vs CRL
+77.1%
-176.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.0% |
| 7D | +1.3% | -1.0% | +2.4% | +1.8% |
| 30D | -21.0% | +10.7% | -31.6% | -24.5% |
| 3M | -74.3% | +55.3% | -129.6% | -78.9% |
| 6M | -84.6% | +60.7% | -145.3% | -88.0% |
| YTD | -94.2% | +44.6% | -138.8% | -95.2% |
| 1Y | -98.2% | +77.7% | -176.0% | -98.8% |
| All | -99.8% | +77.1% | -176.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling