-23.8%
CMG vs BIYA
-99.8%
+75.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.6% |
| 7D | -2.8% | +1.3% | -4.2% | -2.8% |
| 30D | +7.1% | -21.0% | +28.1% | +7.2% |
| 3M | +31.2% | -74.3% | +105.5% | +29.7% |
| 6M | +0.7% | -84.6% | +85.3% | -0.1% |
| YTD | -0.1% | -94.2% | +94.1% | -1.1% |
| 1Y | -10.7% | -98.2% | +87.5% | -11.2% |
| All | -23.8% | -99.8% | +75.9% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling