-11.3%
CARR vs BIYA
-99.8%
+88.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.7% | +1.4% |
| 7D | -3.8% | -1.8% | -2.0% | -3.8% |
| 30D | -8.9% | -17.5% | +8.6% | -8.9% |
| 3M | -17.3% | -78.0% | +60.7% | -17.3% |
| 6M | -1.4% | -89.5% | +88.1% | -1.6% |
| YTD | +10.0% | -94.3% | +104.3% | +10.1% |
| 1Y | -6.4% | -98.6% | +92.2% | -4.4% |
| All | -11.3% | -99.8% | +88.5% | -8.4% |
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 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