+1,074.9%
BNY vs CHRW
+4,254.3%
-3,179.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +0.3% | +4.1% | -3.8% | -1.2% |
| 30D | +1.9% | +1.9% | 0.0% | +1.1% |
| 3M | +13.9% | -21.2% | +35.1% | +22.2% |
| 6M | +42.3% | -16.7% | +59.0% | +48.6% |
| YTD | +41.8% | -5.4% | +47.2% | +40.4% |
| 1Y | +57.9% | +21.2% | +36.8% | +41.0% |
| 3Y | +290.7% | +86.5% | +204.3% | +185.0% |
| 5Y | +252.3% | +93.0% | +159.2% | +145.3% |
| 10Y | +412.8% | +174.5% | +238.3% | +198.9% |
| All | +1,074.9% | +4,254.3% | -3,179.4% | +220.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling