+256.9%
BNY vs CAH
+393.5%
-136.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | -1.3% | -5.1% | +3.8% | 0.0% |
| 30D | -0.2% | +0.2% | -0.3% | -0.2% |
| 3M | +14.9% | +6.3% | +8.6% | +12.8% |
| 6M | +40.0% | +9.4% | +30.6% | +36.1% |
| YTD | +42.0% | +15.0% | +27.0% | +35.6% |
| 1Y | +56.9% | +55.4% | +1.4% | +35.7% |
| 3Y | +289.9% | +173.8% | +116.0% | +167.4% |
| All | +256.9% | +393.5% | -136.6% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 5y: compounded portfolio wealth divided by compounded CAH 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…
5y analysis · Full analysis span regression · 6 months rolling