+21.7%
CLF vs BIYA
-99.9%
+121.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.7% |
| 7D | -19.6% | -10.5% | -9.1% | -19.6% |
| 30D | -5.0% | -51.7% | +46.8% | -5.2% |
| 3M | -6.3% | -60.8% | +54.5% | -6.4% |
| 6M | +2.8% | -90.6% | +93.4% | +1.7% |
| YTD | -13.7% | -97.1% | +83.4% | -12.8% |
| 1Y | +13.6% | -99.1% | +112.6% | +17.5% |
| All | +21.7% | -99.9% | +121.5% | +26.8% |
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