-18.2%
CLX vs BIYA
-99.9%
+81.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +9.5% | +9.0% | +0.5% | +9.5% |
| 30D | +30.7% | -12.9% | +43.6% | +30.7% |
| 3M | +4.2% | -54.7% | +58.9% | +4.3% |
| 6M | +22.1% | -85.1% | +107.2% | +22.5% |
| YTD | +14.1% | -96.9% | +110.9% | +14.5% |
| 1Y | +10.3% | -98.5% | +108.8% | +10.3% |
| All | -18.2% | -99.9% | +81.6% | -17.7% |
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 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