-60.6%
CSGP vs BIYA
-99.8%
+39.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.4% |
| 7D | -4.1% | +1.3% | -5.4% | -4.1% |
| 30D | +2.3% | -21.0% | +23.3% | +2.5% |
| 3M | -8.2% | -74.3% | +66.1% | -8.1% |
| 6M | -35.1% | -84.6% | +49.6% | -34.9% |
| YTD | -54.0% | -94.2% | +40.1% | -53.5% |
| 1Y | -65.3% | -98.2% | +32.9% | -64.5% |
| All | -60.6% | -99.8% | +39.2% | -59.1% |
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