+256.9%
BNY vs CHD
+20.9%
+236.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.3% | -4.5% | +3.1% | -0.8% |
| 30D | -0.2% | -6.7% | +6.6% | +0.6% |
| 3M | +14.9% | -2.7% | +17.7% | +15.2% |
| 6M | +40.0% | -4.9% | +44.9% | +40.6% |
| YTD | +42.0% | +13.3% | +28.6% | +39.2% |
| 1Y | +56.9% | +1.0% | +55.8% | +56.1% |
| 3Y | +289.9% | +1.3% | +288.5% | +285.0% |
| All | +256.9% | +20.9% | +236.0% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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