+65.8%
CVE vs BIYA
-98.3%
+164.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +5.9% | +9.0% | -3.1% | +6.0% |
| 30D | -10.9% | -12.9% | +2.1% | -10.9% |
| 3M | -4.5% | -54.7% | +50.2% | -4.6% |
| 6M | -1.0% | -85.1% | +84.1% | -0.6% |
| YTD | +74.7% | -96.9% | +171.6% | +72.9% |
| 1Y | +65.8% | -98.5% | +164.3% | +67.5% |
| All | +65.8% | -98.3% | +164.1% | +67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling