+50.3%
CCL vs BIYA
-99.9%
+150.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +4.2% |
| 7D | +3.1% | -7.8% | +10.8% | +3.0% |
| 30D | +17.5% | -38.5% | +56.0% | +17.4% |
| 3M | +6.8% | -59.5% | +66.4% | +6.7% |
| 6M | +18.7% | -89.2% | +107.9% | +18.6% |
| YTD | +3.0% | -97.1% | +100.1% | +5.0% |
| 1Y | +17.7% | -99.0% | +116.7% | +24.9% |
| All | +50.3% | -99.9% | +150.1% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling