+60.6%
CF vs BIYA
-99.9%
+160.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | -3.2% | -10.5% | +7.3% | -3.2% |
| 30D | +4.3% | -51.7% | +56.1% | +4.2% |
| 3M | +2.8% | -60.8% | +63.6% | +2.8% |
| 6M | +0.6% | -90.6% | +91.2% | +0.8% |
| YTD | +56.6% | -97.1% | +153.8% | +56.0% |
| 1Y | +49.6% | -99.1% | +148.7% | +47.9% |
| All | +60.6% | -99.9% | +160.5% | +59.5% |
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