+256.9%
BNY vs CLBK
+43.5%
+213.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.3% | -1.5% | +0.1% | -0.9% |
| 30D | -0.2% | -1.0% | +0.9% | +0.1% |
| 3M | +14.9% | +22.9% | -8.0% | +7.8% |
| 6M | +40.0% | +44.2% | -4.2% | +25.0% |
| YTD | +42.0% | +64.0% | -22.0% | +21.7% |
| 1Y | +56.9% | +65.7% | -8.8% | +33.6% |
| 3Y | +289.9% | +54.1% | +235.8% | +231.4% |
| All | +256.9% | +43.5% | +213.4% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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