+82.8%
CAT vs BIYA
-99.9%
+182.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +2.9% |
| 7D | +1.7% | +2.5% | -0.8% | +1.7% |
| 30D | -24.6% | -22.3% | -2.3% | -24.6% |
| 3M | -28.5% | -54.8% | +26.3% | -28.4% |
| 6M | -34.8% | -86.5% | +51.6% | -35.1% |
| YTD | +5.9% | -96.8% | +102.8% | +6.8% |
| 1Y | +6.8% | -98.6% | +105.5% | +9.3% |
| All | +82.8% | -99.9% | +182.6% | +90.6% |
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 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