-26.9%
CCL vs BIYA
-98.4%
+71.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.2% |
| 7D | -4.4% | +2.7% | -7.1% | -4.3% |
| 30D | -18.2% | -16.7% | -1.5% | -18.4% |
| 3M | -17.7% | -74.6% | +56.9% | -18.1% |
| 6M | -13.0% | -85.4% | +72.4% | -11.7% |
| YTD | -24.5% | -94.2% | +69.7% | -23.9% |
| 1Y | -26.9% | -98.6% | +71.6% | -24.8% |
| All | -26.9% | -98.4% | +71.4% | -24.8% |
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