+90.6%
CAH vs BIYA
-99.8%
+190.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.6% |
| 7D | +5.4% | +1.3% | +4.0% | +5.4% |
| 30D | +3.3% | -21.0% | +24.3% | +3.3% |
| 3M | +22.8% | -74.3% | +97.1% | +22.7% |
| 6M | +11.3% | -84.6% | +95.9% | +11.3% |
| YTD | +21.1% | -94.2% | +115.3% | +21.3% |
| 1Y | +67.2% | -98.2% | +165.5% | +68.0% |
| All | +90.6% | -99.8% | +190.4% | +91.9% |
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 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