+259.0%
BNY vs CFG
+96.1%
+162.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -1.1% | -1.7% | +0.6% | -0.2% |
| 30D | +1.4% | -4.6% | +6.0% | +3.7% |
| 3M | +16.8% | +7.9% | +8.9% | +12.4% |
| 6M | +42.0% | +19.9% | +22.1% | +29.6% |
| YTD | +41.9% | +21.7% | +20.2% | +28.2% |
| 1Y | +59.2% | +38.4% | +20.8% | +34.7% |
| 3Y | +290.9% | +187.0% | +103.9% | +118.6% |
| 5Y | +259.0% | +99.5% | +159.5% | +141.2% |
| All | +259.0% | +96.1% | +162.9% | +141.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling