+247.7%
CLS vs BIYA
-99.8%
+347.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +20.1% | +2.7% | +17.4% | +20.1% |
| 30D | +6.0% | -16.7% | +22.7% | +6.2% |
| 3M | -10.3% | -74.6% | +64.3% | -11.4% |
| 6M | +24.5% | -85.4% | +109.9% | +25.8% |
| YTD | +12.9% | -94.2% | +107.0% | +16.0% |
| 1Y | +36.7% | -98.6% | +135.2% | +47.8% |
| All | +247.7% | -99.8% | +347.4% | +286.9% |
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