+38.7%
CLF vs BIYA
-99.9%
+138.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +16.0% | +10.0% | +6.0% | +16.0% |
| 30D | +1.6% | -17.7% | +19.3% | +1.6% |
| 3M | +6.7% | -55.0% | +61.7% | +6.6% |
| 6M | +21.1% | -85.1% | +106.3% | +20.1% |
| YTD | -1.6% | -96.9% | +95.3% | -0.5% |
| 1Y | +18.5% | -98.5% | +117.0% | +21.6% |
| All | +38.7% | -99.9% | +138.6% | +44.7% |
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 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