-25.6%
CMG vs BIYA
-99.8%
+74.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | -3.8% | -1.3% | -2.5% | -3.8% |
| 30D | +12.9% | -15.9% | +28.8% | +13.0% |
| 3M | +18.8% | -81.2% | +100.0% | +17.5% |
| 6M | +4.1% | -88.2% | +92.3% | +3.1% |
| YTD | -2.4% | -94.1% | +91.8% | -3.3% |
| 1Y | -6.7% | -98.7% | +92.0% | -6.8% |
| All | -25.6% | -99.8% | +74.2% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling