+50.3%
CART vs BIYA
-99.9%
+150.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | 0.0% |
| 7D | +0.3% | -4.1% | +4.3% | +0.3% |
| 30D | +22.4% | -35.5% | +57.9% | +22.6% |
| 3M | +15.6% | -56.3% | +71.9% | +15.9% |
| 6M | +44.9% | -88.7% | +133.6% | +44.1% |
| YTD | +30.0% | -97.0% | +126.9% | +30.2% |
| 1Y | +56.6% | -98.7% | +155.3% | +56.9% |
| All | +50.3% | -99.9% | +150.2% | +52.9% |
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 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