+39.4%
CFG vs BIYA
-98.3%
+137.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.7% | +2.7% | 0.0% | +2.7% |
| 30D | -3.7% | -18.7% | +15.0% | -3.7% |
| 3M | +9.5% | -72.0% | +81.5% | +9.8% |
| 6M | +22.2% | -86.4% | +108.6% | +23.0% |
| YTD | +22.3% | -94.2% | +116.5% | +23.1% |
| 1Y | +39.4% | -98.4% | +137.9% | +51.2% |
| All | +39.4% | -98.3% | +137.7% | +51.2% |
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