-33.7%
CAG vs BIYA
-99.8%
+66.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.3% | +2.7% | -8.0% | -5.3% |
| 30D | +1.0% | -18.7% | +19.7% | +1.0% |
| 3M | +17.4% | -72.0% | +89.4% | +17.7% |
| 6M | -16.8% | -86.4% | +69.6% | -16.8% |
| YTD | -6.8% | -94.2% | +87.4% | -7.0% |
| 1Y | -15.4% | -98.4% | +83.0% | -14.5% |
| All | -33.7% | -99.8% | +66.0% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling