+29.7%
CP vs BIYA
-99.9%
+129.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.7% |
| 7D | +2.8% | -10.5% | +13.3% | +2.8% |
| 30D | +10.2% | -51.7% | +62.0% | +10.1% |
| 3M | +2.4% | -60.8% | +63.1% | +2.3% |
| 6M | +7.7% | -90.6% | +98.3% | +8.0% |
| YTD | +26.0% | -97.1% | +123.1% | +27.0% |
| 1Y | +34.6% | -99.1% | +133.7% | +36.3% |
| All | +29.7% | -99.9% | +129.6% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling