+32.0%
CP vs BIYA
-99.9%
+131.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.1% | -0.2% |
| 7D | +2.8% | -4.1% | +6.9% | +2.8% |
| 30D | +11.0% | -35.5% | +46.6% | +11.0% |
| 3M | +3.8% | -56.3% | +60.1% | +3.8% |
| 6M | +9.5% | -88.7% | +98.1% | +9.8% |
| YTD | +28.2% | -97.0% | +125.2% | +29.2% |
| 1Y | +33.0% | -98.7% | +131.7% | +34.5% |
| All | +32.0% | -99.9% | +131.9% | +36.0% |
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