+289.9%
BNY vs CAG
-39.7%
+329.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -1.3% | -5.7% | +4.4% | -1.2% |
| 30D | -0.2% | -2.4% | +2.2% | -0.2% |
| 3M | +14.9% | +9.8% | +5.1% | +14.4% |
| 6M | +40.0% | -10.8% | +50.8% | +40.7% |
| YTD | +42.0% | -10.8% | +52.8% | +41.9% |
| 1Y | +56.9% | -19.0% | +75.8% | +58.2% |
| 3Y | +289.9% | -39.7% | +329.5% | +300.8% |
| All | +289.9% | -39.7% | +329.5% | +300.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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