+0.7%
CTVA vs BIYA
-99.9%
+100.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.8% | -23.5% | -24.3% |
| 7D | -23.7% | +10.0% | -33.7% | -23.7% |
| 30D | -31.2% | -17.7% | -13.5% | -31.2% |
| 3M | -18.7% | -55.0% | +36.3% | -18.8% |
| 6M | -25.5% | -85.1% | +59.6% | -25.5% |
| YTD | -8.0% | -96.9% | +88.9% | -7.8% |
| 1Y | -7.0% | -98.5% | +91.5% | -6.5% |
| All | +0.7% | -99.9% | +100.5% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling