+106.5%
CVE vs BIYA
-99.9%
+206.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +2.7% |
| 7D | +0.1% | +2.5% | -2.5% | +0.1% |
| 30D | -10.8% | -22.3% | +11.5% | -10.8% |
| 3M | -4.3% | -54.8% | +50.5% | -4.1% |
| 6M | -1.5% | -86.5% | +85.0% | -1.3% |
| YTD | +70.7% | -96.8% | +167.6% | +72.2% |
| 1Y | +58.1% | -98.6% | +156.7% | +62.7% |
| All | +106.5% | -99.9% | +206.4% | +115.1% |
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 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