+406.7%
BNY vs CLX
-3.7%
+410.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.1% |
| 7D | -1.3% | -5.7% | +4.4% | -0.9% |
| 30D | -0.2% | -17.0% | +16.9% | +1.1% |
| 3M | +14.9% | -9.7% | +24.6% | +15.7% |
| 6M | +40.0% | -19.8% | +59.8% | +41.9% |
| YTD | +42.0% | -9.8% | +51.8% | +42.6% |
| 1Y | +56.9% | -26.2% | +83.0% | +59.8% |
| 3Y | +289.9% | -36.2% | +326.1% | +300.5% |
| 5Y | +259.2% | -38.3% | +297.5% | +265.8% |
| All | +406.7% | -3.7% | +410.4% | +396.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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