+289.9%
BNY vs CHRW
+88.3%
+201.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.3% | +3.5% | -4.8% | -1.8% |
| 30D | -0.2% | +4.6% | -4.8% | -0.9% |
| 3M | +14.9% | -19.7% | +34.6% | +18.3% |
| 6M | +40.0% | -12.4% | +52.4% | +41.5% |
| YTD | +42.0% | -3.9% | +45.9% | +41.5% |
| 1Y | +56.9% | +18.4% | +38.5% | +51.3% |
| 3Y | +289.9% | +88.8% | +201.0% | +249.3% |
| All | +289.9% | +88.3% | +201.6% | +249.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling