+406.7%
BNY vs CGNX
+193.6%
+213.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.8% |
| 7D | -1.3% | +3.2% | -4.5% | -2.0% |
| 30D | -0.2% | +6.0% | -6.2% | -1.6% |
| 3M | +14.9% | +3.5% | +11.4% | +13.1% |
| 6M | +40.0% | +26.3% | +13.7% | +31.0% |
| YTD | +42.0% | +79.2% | -37.3% | +19.3% |
| 1Y | +56.9% | +43.8% | +13.1% | +38.1% |
| 3Y | +289.9% | +52.0% | +237.9% | +223.1% |
| 5Y | +259.2% | -24.0% | +283.2% | +250.9% |
| All | +406.7% | +193.6% | +213.1% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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