+96.3%
CAT vs BIYA
-98.3%
+194.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.6% | +2.7% | +2.8% | +5.6% |
| 30D | -2.3% | -18.7% | +16.4% | -2.5% |
| 3M | -10.0% | -72.0% | +62.0% | -10.4% |
| 6M | +21.2% | -86.4% | +107.6% | +21.3% |
| YTD | +44.4% | -94.2% | +138.6% | +45.0% |
| 1Y | +96.3% | -98.4% | +194.7% | +99.6% |
| All | +96.3% | -98.3% | +194.6% | +99.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling