+289.5%
BNY vs CF
+75.7%
+213.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.4% |
| 7D | +0.3% | -0.8% | +1.1% | +0.3% |
| 30D | +1.9% | +14.3% | -12.3% | +1.0% |
| 3M | +13.9% | +27.9% | -14.0% | +11.8% |
| 6M | +42.3% | +25.5% | +16.8% | +38.5% |
| YTD | +41.8% | +81.2% | -39.3% | +31.9% |
| 1Y | +57.9% | +66.5% | -8.6% | +48.3% |
| All | +289.5% | +75.7% | +213.8% | +251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 3y: compounded portfolio wealth divided by compounded CF 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…
3y analysis · Full analysis span regression · 6 months rolling