+868.6%
BNY vs CG
+323.7%
+544.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +1.2% |
| 7D | +0.3% | -6.4% | +6.7% | +2.6% |
| 30D | +1.9% | -7.1% | +9.0% | +4.3% |
| 3M | +13.9% | -1.6% | +15.5% | +13.8% |
| 6M | +42.3% | -8.3% | +50.6% | +45.1% |
| YTD | +41.8% | -23.8% | +65.6% | +53.8% |
| 1Y | +57.9% | -28.7% | +86.7% | +74.7% |
| 3Y | +290.7% | +49.2% | +241.6% | +215.6% |
| 5Y | +252.3% | +5.5% | +246.8% | +209.6% |
| 10Y | +412.8% | +331.2% | +81.6% | +170.6% |
| All | +868.6% | +323.7% | +544.9% | +373.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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