-20.4%
CLX vs BIYA
-99.9%
+79.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +1.0% |
| 7D | +13.6% | -4.1% | +17.7% | +13.6% |
| 30D | +29.1% | -35.5% | +64.6% | +29.0% |
| 3M | +1.6% | -56.3% | +57.9% | +1.6% |
| 6M | +18.7% | -88.7% | +107.4% | +19.1% |
| YTD | +11.1% | -97.0% | +108.0% | +11.5% |
| 1Y | +7.0% | -98.7% | +105.7% | +7.0% |
| All | -20.4% | -99.9% | +79.5% | -19.9% |
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