+454.9%
BNY vs CFG
+390.8%
+64.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | +1.5% | +2.7% | -1.2% | +0.1% |
| 30D | +3.3% | -3.7% | +7.0% | +5.3% |
| 3M | +15.3% | +9.5% | +5.8% | +9.9% |
| 6M | +42.5% | +22.2% | +20.2% | +27.9% |
| YTD | +42.0% | +22.3% | +19.7% | +27.1% |
| 1Y | +59.3% | +39.4% | +19.8% | +32.8% |
| 3Y | +291.2% | +188.5% | +102.7% | +113.7% |
| 5Y | +252.1% | +101.5% | +150.5% | +127.0% |
| 10Y | +407.1% | +308.6% | +98.5% | +95.7% |
| All | +454.9% | +390.8% | +64.1% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling