+76.6%
CMI vs BIYA
-99.8%
+176.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +0.7% | +2.7% | -2.0% | +0.7% |
| 30D | -12.3% | -16.7% | +4.4% | -12.2% |
| 3M | -16.8% | -74.6% | +57.8% | -17.1% |
| 6M | +1.5% | -85.4% | +86.9% | +1.2% |
| YTD | +9.8% | -94.2% | +104.0% | +11.5% |
| 1Y | +42.6% | -98.6% | +141.1% | +49.0% |
| All | +76.6% | -99.8% | +176.4% | +86.5% |
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