+32.7%
CLF vs BIYA
-99.8%
+132.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +1.8% |
| 7D | +7.6% | +1.3% | +6.2% | +7.6% |
| 30D | -1.2% | -21.0% | +19.8% | -1.2% |
| 3M | -13.4% | -74.3% | +60.9% | -13.7% |
| 6M | +15.4% | -84.6% | +100.0% | +15.4% |
| YTD | -5.9% | -94.2% | +88.3% | -4.8% |
| 1Y | +18.8% | -98.2% | +117.0% | +24.0% |
| All | +32.7% | -99.8% | +132.5% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling