-12.5%
CARR vs BIYA
-99.8%
+87.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.3% |
| 7D | -4.1% | -1.3% | -2.8% | -4.1% |
| 30D | -11.0% | -15.9% | +5.0% | -11.0% |
| 3M | -16.4% | -81.2% | +64.9% | -16.2% |
| 6M | -2.4% | -88.2% | +85.9% | -2.6% |
| YTD | +8.4% | -94.1% | +102.6% | +8.5% |
| 1Y | -8.0% | -98.7% | +90.7% | -5.9% |
| All | -12.5% | -99.8% | +87.2% | -9.7% |
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