+406.7%
BNY vs CAPR
-78.4%
+485.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -1.3% | -11.0% | +9.6% | -1.2% |
| 30D | -0.2% | +99.8% | -99.9% | -1.0% |
| 3M | +14.9% | -66.6% | +81.5% | +15.4% |
| 6M | +40.0% | -75.1% | +115.1% | +40.9% |
| YTD | +42.0% | -71.0% | +113.0% | +42.6% |
| 1Y | +56.9% | +30.0% | +26.9% | +51.5% |
| 3Y | +289.9% | +29.0% | +260.9% | +269.7% |
| 5Y | +259.2% | +70.8% | +188.4% | +236.6% |
| All | +406.7% | -78.4% | +485.1% | +362.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling