+3.3%
CAT vs BIYA
-98.8%
+102.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.9% | -7.3% | -2.3% |
| 7D | -6.3% | -4.1% | -2.2% | -6.3% |
| 30D | -26.8% | -35.5% | +8.7% | -27.1% |
| 3M | -30.0% | -56.3% | +26.3% | -30.2% |
| 6M | -34.6% | -88.7% | +54.1% | -35.1% |
| YTD | +2.9% | -97.0% | +99.9% | +3.1% |
| 1Y | +3.3% | -98.7% | +102.0% | +5.5% |
| All | +3.3% | -98.8% | +102.1% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling