+82.3%
CAT vs BIYA
-99.9%
+182.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +7.4% | +9.0% | -1.6% | +7.5% |
| 30D | -19.7% | -12.9% | -6.7% | -19.7% |
| 3M | -29.6% | -54.7% | +25.1% | -29.5% |
| 6M | -33.2% | -85.1% | +51.9% | -33.5% |
| YTD | +5.7% | -96.9% | +102.5% | +6.5% |
| 1Y | +9.3% | -98.5% | +107.9% | +11.7% |
| All | +82.3% | -99.9% | +182.2% | +90.2% |
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