+13.1%
CL vs BIYA
-99.9%
+113.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.4% |
| 7D | +0.5% | -7.8% | +8.3% | +0.5% |
| 30D | +11.6% | -38.5% | +50.1% | +11.6% |
| 3M | +5.6% | -59.5% | +65.1% | +5.6% |
| 6M | +13.2% | -89.2% | +102.3% | +13.2% |
| YTD | +26.9% | -97.1% | +124.0% | +26.8% |
| 1Y | +27.3% | -99.0% | +126.3% | +26.8% |
| All | +13.1% | -99.9% | +113.0% | +11.1% |
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