-12.4%
CRM vs BIYA
-99.8%
+87.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | -8.1% | -1.3% | -6.8% | -8.1% |
| 30D | +23.1% | -15.9% | +39.0% | +23.2% |
| 3M | +42.5% | -81.2% | +123.8% | +42.5% |
| 6M | +25.3% | -88.2% | +113.5% | +24.4% |
| YTD | -7.8% | -94.1% | +86.3% | -8.4% |
| 1Y | +1.0% | -98.7% | +99.7% | +2.8% |
| All | -12.4% | -99.8% | +87.4% | -9.8% |
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