+69.7%
CAT vs BIYA
-99.9%
+169.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.9% |
| 7D | -10.3% | -10.5% | +0.2% | -10.3% |
| 30D | -31.2% | -51.7% | +20.5% | -31.3% |
| 3M | -34.7% | -60.8% | +26.1% | -34.6% |
| 6M | -39.5% | -90.6% | +51.1% | -39.6% |
| YTD | -1.7% | -97.1% | +95.5% | -0.9% |
| 1Y | -1.1% | -99.1% | +97.9% | +1.7% |
| All | +69.7% | -99.9% | +169.6% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling