-36.2%
CAG vs BIYA
-99.8%
+63.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.7% |
| 7D | -5.9% | -1.3% | -4.6% | -5.9% |
| 30D | -1.5% | -15.9% | +14.4% | -1.5% |
| 3M | +11.5% | -81.2% | +92.7% | +11.9% |
| 6M | -15.7% | -88.2% | +72.5% | -15.8% |
| YTD | -10.2% | -94.1% | +83.9% | -10.4% |
| 1Y | -18.1% | -98.7% | +80.6% | -16.9% |
| All | -36.2% | -99.8% | +63.6% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling