+15.8%
CME vs BIYA
-98.8%
+114.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | +1.5% |
| 7D | +1.7% | -4.1% | +5.7% | +1.7% |
| 30D | +10.2% | -35.5% | +45.7% | +10.3% |
| 3M | +17.8% | -56.3% | +74.1% | +18.0% |
| 6M | +11.0% | -88.7% | +99.6% | +10.8% |
| YTD | +17.0% | -97.0% | +114.0% | +17.0% |
| 1Y | +15.8% | -98.7% | +114.5% | +14.3% |
| All | +15.8% | -98.8% | +114.6% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling