-61.1%
CSGP vs BIYA
-99.9%
+38.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -4.7% |
| 7D | +1.3% | -10.5% | +11.7% | +1.3% |
| 30D | +10.7% | -51.7% | +62.4% | +10.9% |
| 3M | +3.3% | -60.8% | +64.1% | +3.5% |
| 6M | -10.3% | -90.6% | +80.3% | -10.2% |
| YTD | -54.6% | -97.1% | +42.6% | -54.0% |
| 1Y | -54.6% | -99.1% | +44.4% | -53.8% |
| All | -61.1% | -99.9% | +38.8% | -59.6% |
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