-25.4%
CMG vs BIYA
-99.8%
+74.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.2% |
| 7D | -2.1% | -1.8% | -0.3% | -2.0% |
| 30D | +10.9% | -17.5% | +28.4% | +11.0% |
| 3M | +15.8% | -78.0% | +93.9% | +14.6% |
| 6M | +6.9% | -89.5% | +96.4% | +5.9% |
| YTD | -2.2% | -94.3% | +92.1% | -3.1% |
| 1Y | -7.1% | -98.6% | +91.5% | -7.3% |
| All | -25.4% | -99.8% | +74.4% | -24.4% |
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