+100.7%
CVE vs BIYA
-99.9%
+200.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.6% | +4.8% | -2.7% |
| 7D | -14.1% | -10.6% | -3.5% | -14.0% |
| 30D | -11.6% | -19.4% | +7.8% | -11.7% |
| 3M | 0.0% | -61.5% | +61.6% | +0.3% |
| 6M | -8.4% | -91.5% | +83.2% | -7.6% |
| YTD | +65.9% | -97.2% | +163.1% | +67.4% |
| 1Y | +69.4% | -98.4% | +167.8% | +71.9% |
| All | +100.7% | -99.9% | +200.6% | +109.1% |
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