-11.8%
CAG vs BIYA
-98.3%
+86.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.9% |
| 7D | -3.8% | +1.3% | -5.1% | -3.8% |
| 30D | +3.1% | -21.0% | +24.1% | +3.1% |
| 3M | +23.5% | -74.3% | +97.8% | +23.8% |
| 6M | -14.8% | -84.6% | +69.8% | -14.7% |
| YTD | -5.4% | -94.2% | +88.7% | -6.6% |
| 1Y | -11.8% | -98.2% | +86.4% | -13.7% |
| All | -11.8% | -98.3% | +86.5% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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