+406.7%
BNY vs CFG
+316.8%
+89.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.6% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | -0.2% | -4.6% | +4.5% | +2.2% |
| 3M | +14.9% | +6.7% | +8.3% | +11.1% |
| 6M | +40.0% | +22.1% | +17.9% | +26.1% |
| YTD | +42.0% | +23.2% | +18.8% | +27.0% |
| 1Y | +56.9% | +40.3% | +16.6% | +31.0% |
| 3Y | +289.9% | +187.9% | +102.0% | +116.7% |
| 5Y | +259.2% | +102.0% | +157.2% | +134.6% |
| All | +406.7% | +316.8% | +89.9% | +102.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling