+117.3%
CAH vs BIYA
-99.9%
+217.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.5% | +9.0% | -5.6% | +3.5% |
| 30D | +13.5% | -12.9% | +26.4% | +13.4% |
| 3M | +21.8% | -54.7% | +76.5% | +21.8% |
| 6M | +51.5% | -85.1% | +136.6% | +51.6% |
| YTD | +38.1% | -96.9% | +135.0% | +38.2% |
| 1Y | +37.7% | -98.5% | +136.2% | +38.1% |
| All | +117.3% | -99.9% | +217.2% | +118.7% |
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 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