+664.9%
BNY vs CF
+5,565.9%
-4,901.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +3.6% | +5.4% | -1.8% | +2.0% |
| 30D | +8.8% | +6.5% | +2.3% | +6.4% |
| 3M | -5.8% | +4.6% | -10.4% | -7.8% |
| 6M | +15.5% | -3.3% | +18.8% | +14.9% |
| YTD | +33.9% | +63.9% | -29.9% | +10.8% |
| 1Y | +38.0% | +50.4% | -12.4% | +17.1% |
| 3Y | +258.2% | +68.2% | +190.0% | +184.3% |
| 5Y | +191.1% | +113.8% | +77.3% | +100.8% |
| 10Y | +322.3% | +479.3% | -157.0% | +91.4% |
| All | +664.9% | +5,565.9% | -4,901.1% | +57.3% |
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