+7,924.2%
BNY vs CAH
+14,302.1%
-6,377.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.3% |
| 7D | -1.3% | -5.1% | +3.8% | +0.5% |
| 30D | -0.2% | +0.2% | -0.3% | -0.3% |
| 3M | +14.9% | +6.3% | +8.6% | +12.2% |
| 6M | +40.0% | +9.4% | +30.6% | +34.9% |
| YTD | +42.0% | +15.0% | +27.0% | +33.8% |
| 1Y | +56.9% | +55.4% | +1.4% | +31.9% |
| 3Y | +289.9% | +173.8% | +116.0% | +163.5% |
| 5Y | +259.2% | +395.2% | -136.0% | +94.3% |
| 10Y | +413.3% | +293.2% | +120.0% | +182.9% |
| All | +7,924.2% | +14,302.1% | -6,377.9% | +1,584.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling