+51.3%
CART vs BIYA
-99.9%
+151.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +0.7% |
| 7D | -0.6% | +2.5% | -3.1% | -0.6% |
| 30D | +23.1% | -22.3% | +45.4% | +23.2% |
| 3M | +19.2% | -54.8% | +74.0% | +19.5% |
| 6M | +45.7% | -86.5% | +132.1% | +45.1% |
| YTD | +30.9% | -96.8% | +127.7% | +31.1% |
| 1Y | +50.2% | -98.6% | +148.8% | +50.5% |
| All | +51.3% | -99.9% | +151.2% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling