+1.0%
COST vs BIYA
-99.8%
+100.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.2% | +2.7% | -5.9% | -3.2% |
| 30D | -4.0% | -18.7% | +14.7% | -4.0% |
| 3M | -6.5% | -72.0% | +65.6% | -6.4% |
| 6M | -8.5% | -86.4% | +77.9% | -8.3% |
| YTD | +6.0% | -94.2% | +100.2% | +6.3% |
| 1Y | -5.8% | -98.4% | +92.6% | -5.4% |
| All | +1.0% | -99.8% | +100.7% | +1.5% |
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