+8.4%
CG vs BIYA
-99.8%
+108.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.3% | +2.7% | -4.0% | -1.3% |
| 30D | -3.2% | -18.7% | +15.5% | -2.9% |
| 3M | +6.2% | -72.0% | +78.2% | +5.6% |
| 6M | -4.7% | -86.4% | +81.7% | -5.5% |
| YTD | -20.6% | -94.2% | +73.5% | -19.7% |
| 1Y | -26.4% | -98.4% | +72.1% | -22.4% |
| All | +8.4% | -99.8% | +108.2% | +16.9% |
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