-10.7%
CRM vs BIYA
-99.8%
+89.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.0% |
| 7D | -4.4% | -1.8% | -2.7% | -4.4% |
| 30D | +28.1% | -17.5% | +45.6% | +28.4% |
| 3M | +48.8% | -78.0% | +126.8% | +48.7% |
| 6M | +28.3% | -89.5% | +117.7% | +27.4% |
| YTD | -6.0% | -94.3% | +88.3% | -6.6% |
| 1Y | +1.4% | -98.6% | +100.0% | +3.1% |
| All | -10.7% | -99.8% | +89.1% | -8.0% |
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 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