+3.3%
CTVA vs BIYA
-99.9%
+103.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -20.8% | +9.0% | -29.8% | -20.8% |
| 30D | -29.6% | -12.9% | -16.7% | -29.6% |
| 3M | -16.9% | -54.7% | +37.8% | -16.9% |
| 6M | -24.3% | -85.1% | +60.8% | -24.2% |
| YTD | -5.6% | -96.9% | +91.3% | -5.4% |
| 1Y | -4.2% | -98.5% | +94.4% | -3.7% |
| All | +3.3% | -99.9% | +103.2% | +5.7% |
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