+664.4%
BNY vs CF
+5,489.8%
-4,825.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | 0.0% | +10.4% | -10.4% | -3.0% |
| 30D | +7.4% | +7.6% | -0.2% | +4.7% |
| 3M | -4.3% | +5.2% | -9.5% | -6.5% |
| 6M | +16.2% | -0.1% | +16.3% | +14.5% |
| YTD | +33.9% | +61.7% | -27.8% | +11.2% |
| 1Y | +39.7% | +50.3% | -10.6% | +18.5% |
| 3Y | +258.0% | +66.0% | +192.0% | +185.2% |
| 5Y | +191.4% | +114.5% | +76.8% | +100.6% |
| 10Y | +322.0% | +471.5% | -149.5% | +92.0% |
| All | +664.4% | +5,489.8% | -4,825.4% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling