+0.4%
CMS vs BIYA
-98.3%
+98.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.2% | +2.7% | -1.5% | +1.2% |
| 30D | -3.2% | -18.7% | +15.6% | -3.2% |
| 3M | -2.2% | -72.0% | +69.8% | -1.7% |
| 6M | -9.4% | -86.4% | +77.0% | -8.8% |
| YTD | +0.7% | -94.2% | +94.8% | +1.5% |
| 1Y | +0.4% | -98.4% | +98.8% | +3.3% |
| All | +0.4% | -98.3% | +98.6% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling