+159.7%
CRS vs BIYA
-99.8%
+259.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.7% |
| 7D | -0.2% | +1.3% | -1.6% | -0.2% |
| 30D | -16.6% | -21.0% | +4.3% | -16.7% |
| 3M | -3.5% | -74.3% | +70.8% | -3.1% |
| 6M | +15.4% | -84.6% | +100.1% | +16.5% |
| YTD | +51.2% | -94.2% | +145.4% | +53.7% |
| 1Y | +98.3% | -98.2% | +196.5% | +105.6% |
| All | +159.7% | -99.8% | +259.5% | +179.4% |
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