+56.9%
BNY vs CAPR
+37.0%
+19.9%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -1.3% | -11.0% | +9.6% | -1.3% |
| 30D | -0.2% | +99.8% | -99.9% | -0.4% |
| 3M | +14.9% | -66.6% | +81.5% | +15.1% |
| 6M | +40.0% | -75.1% | +115.1% | +40.2% |
| YTD | +42.0% | -71.0% | +113.0% | +42.2% |
| 1Y | +56.9% | +30.0% | +26.9% | +56.5% |
| All | +56.9% | +37.0% | +19.9% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling