+58.9%
BNY vs CFG
+40.4%
+18.5%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.4% | +1.5% | -0.1% | +0.8% |
| 30D | +3.8% | -3.8% | +7.7% | +5.5% |
| 3M | +14.9% | +11.5% | +3.4% | +9.9% |
| 6M | +40.3% | +19.2% | +21.2% | +30.2% |
| YTD | +43.8% | +23.7% | +20.1% | +32.3% |
| 1Y | +58.9% | +38.8% | +20.0% | +39.2% |
| All | +58.9% | +40.4% | +18.5% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling