+406.7%
BNY vs CHRW
+183.1%
+223.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.3% | +3.5% | -4.8% | -2.2% |
| 30D | -0.2% | +4.6% | -4.8% | -1.5% |
| 3M | +14.9% | -19.7% | +34.6% | +20.7% |
| 6M | +40.0% | -12.4% | +52.4% | +42.7% |
| YTD | +42.0% | -3.9% | +45.9% | +40.2% |
| 1Y | +56.9% | +18.4% | +38.5% | +44.6% |
| 3Y | +289.9% | +88.8% | +201.0% | +201.3% |
| 5Y | +259.2% | +93.5% | +165.6% | +165.0% |
| All | +406.7% | +183.1% | +223.6% | +212.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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