+77.3%
CMI vs BIYA
-99.8%
+177.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.2% |
| 7D | -0.7% | -1.8% | +1.1% | -0.7% |
| 30D | -12.4% | -17.5% | +5.1% | -12.3% |
| 3M | -14.8% | -78.0% | +63.2% | -14.9% |
| 6M | +0.8% | -89.5% | +90.3% | +1.4% |
| YTD | +10.2% | -94.3% | +104.5% | +11.9% |
| 1Y | +37.4% | -98.6% | +136.0% | +43.6% |
| All | +77.3% | -99.8% | +177.0% | +87.2% |
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