+24.6%
CLF vs BIYA
-98.8%
+123.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.9% | 0.0% | +4.9% |
| 7D | -9.1% | -4.1% | -5.0% | -9.1% |
| 30D | -0.9% | -35.5% | +34.6% | -1.4% |
| 3M | +3.0% | -56.3% | +59.3% | +2.4% |
| 6M | +16.7% | -88.7% | +105.4% | +14.3% |
| YTD | -3.2% | -97.0% | +93.8% | -2.6% |
| 1Y | +24.6% | -98.7% | +123.3% | +29.5% |
| All | +24.6% | -98.8% | +123.4% | +29.5% |
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