+59.5%
CF vs BIYA
-99.9%
+159.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -7.6% | +13.7% | +6.2% |
| 7D | +0.4% | -10.6% | +11.0% | +0.4% |
| 30D | +2.2% | -19.4% | +21.6% | +2.2% |
| 3M | +2.1% | -61.5% | +63.7% | +2.1% |
| 6M | -6.5% | -91.5% | +85.0% | -6.4% |
| YTD | +55.6% | -97.2% | +152.7% | +55.0% |
| 1Y | +42.3% | -98.4% | +140.7% | +41.4% |
| All | +59.5% | -99.9% | +159.4% | +58.4% |
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