-1.6%
CG vs BIYA
-99.9%
+98.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -1.5% |
| 7D | +2.0% | -4.1% | +6.0% | +2.0% |
| 30D | +8.5% | -35.5% | +44.1% | +9.1% |
| 3M | -12.1% | -56.3% | +44.2% | -11.4% |
| 6M | -16.4% | -88.7% | +72.2% | -16.8% |
| YTD | -28.0% | -97.0% | +69.0% | -26.7% |
| 1Y | -18.9% | -98.7% | +79.8% | -15.1% |
| All | -1.6% | -99.9% | +98.3% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling