+191.4%
BNY vs CF
+115.5%
+75.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | 0.0% | +10.4% | -10.4% | -1.0% |
| 30D | +7.4% | +7.6% | -0.2% | +6.4% |
| 3M | -4.3% | +5.2% | -9.5% | -5.1% |
| 6M | +16.2% | -0.1% | +16.3% | +15.7% |
| YTD | +33.9% | +61.7% | -27.8% | +23.3% |
| 1Y | +39.7% | +50.3% | -10.6% | +30.0% |
| 3Y | +258.0% | +66.0% | +192.0% | +222.3% |
| 5Y | +191.4% | +114.5% | +76.8% | +141.1% |
| All | +191.4% | +115.5% | +75.8% | +141.1% |
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