-34.4%
CAG vs BIYA
-99.8%
+65.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -1.0% |
| 7D | -6.6% | +2.7% | -9.4% | -6.6% |
| 30D | +2.3% | -16.7% | +19.0% | +2.3% |
| 3M | +16.3% | -74.6% | +90.9% | +16.6% |
| 6M | -16.0% | -85.4% | +69.4% | -16.0% |
| YTD | -7.7% | -94.2% | +86.5% | -7.9% |
| 1Y | -16.0% | -98.6% | +82.5% | -15.0% |
| All | -34.4% | -99.8% | +65.4% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling