+13.3%
CEG vs BIYA
-99.9%
+113.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.3% |
| 7D | -4.7% | -10.5% | +5.7% | -4.9% |
| 30D | -16.6% | -51.7% | +35.2% | -17.7% |
| 3M | -4.1% | -60.8% | +56.7% | -5.4% |
| 6M | -22.3% | -90.6% | +68.3% | -22.9% |
| YTD | -28.9% | -97.1% | +68.2% | -28.7% |
| 1Y | -28.5% | -99.1% | +70.6% | -27.6% |
| All | +13.3% | -99.9% | +113.1% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling