-1.7%
CI vs BIYA
-99.9%
+98.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -3.9% | -0.6% |
| 7D | -1.3% | +2.5% | -3.8% | -1.3% |
| 30D | +6.4% | -22.3% | +28.7% | +6.4% |
| 3M | +10.7% | -54.8% | +65.5% | +10.6% |
| 6M | +5.5% | -86.5% | +91.9% | +5.6% |
| YTD | +11.4% | -96.8% | +108.2% | +10.8% |
| 1Y | +15.0% | -98.6% | +113.7% | +13.4% |
| All | -1.7% | -99.9% | +98.2% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling