-5.6%
CAG vs BIYA
-98.4%
+92.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.3% | +9.2% | +6.0% |
| 7D | +9.7% | -4.0% | +13.7% | +9.7% |
| 30D | +15.8% | -15.0% | +30.8% | +15.7% |
| 3M | +1.8% | -58.1% | +59.9% | +1.6% |
| 6M | +11.5% | -90.0% | +101.5% | +11.1% |
| YTD | -6.7% | -96.9% | +90.2% | -8.2% |
| 1Y | -5.6% | -98.2% | +92.6% | -7.5% |
| All | -5.6% | -98.4% | +92.8% | -7.5% |
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