+259.0%
BNY vs CF
+226.3%
+32.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | -1.1% | -2.0% | +0.9% | -0.9% |
| 30D | +1.4% | +15.3% | -13.9% | -0.3% |
| 3M | +16.8% | +24.3% | -7.5% | +13.5% |
| 6M | +42.0% | +23.9% | +18.1% | +36.6% |
| YTD | +41.9% | +77.3% | -35.3% | +29.1% |
| 1Y | +59.2% | +58.7% | +0.5% | +47.1% |
| 3Y | +290.9% | +72.8% | +218.1% | +250.2% |
| 5Y | +259.0% | +228.8% | +30.3% | +158.1% |
| All | +259.0% | +226.3% | +32.8% | +158.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling