+259.0%
BNY vs CAPR
+66.0%
+193.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +4.0% | +0.1% |
| 7D | -1.1% | -10.6% | +9.5% | -1.0% |
| 30D | +1.4% | +111.2% | -109.8% | +0.6% |
| 3M | +16.8% | -67.2% | +84.0% | +17.2% |
| 6M | +42.0% | -75.1% | +117.1% | +42.8% |
| YTD | +41.9% | -71.2% | +113.2% | +42.5% |
| 1Y | +59.2% | +31.1% | +28.1% | +54.4% |
| 3Y | +290.9% | +31.3% | +259.6% | +259.8% |
| 5Y | +259.0% | +69.4% | +189.7% | +207.8% |
| All | +259.0% | +66.0% | +193.0% | +207.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling