-25.8%
CMG vs BIYA
-99.8%
+74.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -6.5% | +2.7% | -9.2% | -6.5% |
| 30D | +12.1% | -16.7% | +28.8% | +12.2% |
| 3M | +20.6% | -74.6% | +95.2% | +19.2% |
| 6M | +2.1% | -85.4% | +87.5% | +1.3% |
| YTD | -2.6% | -94.2% | +91.6% | -3.6% |
| 1Y | -8.7% | -98.6% | +89.9% | -8.9% |
| All | -25.8% | -99.8% | +74.0% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling