+38.8%
CTVA vs BIYA
-99.8%
+138.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -4.7% | -1.3% | -3.4% | -4.7% |
| 30D | +11.1% | -15.9% | +27.0% | +11.1% |
| 3M | +13.7% | -81.2% | +95.0% | +13.8% |
| 6M | +11.2% | -88.2% | +99.4% | +11.3% |
| YTD | +26.9% | -94.1% | +121.0% | +27.2% |
| 1Y | +18.8% | -98.7% | +117.5% | +20.4% |
| All | +38.8% | -99.8% | +138.6% | +42.2% |
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