+289.9%
BNY vs CLX
-36.5%
+326.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.1% |
| 7D | -1.3% | -5.7% | +4.4% | -0.8% |
| 30D | -0.2% | -17.0% | +16.9% | +1.6% |
| 3M | +14.9% | -9.7% | +24.6% | +15.9% |
| 6M | +40.0% | -19.8% | +59.8% | +43.1% |
| YTD | +42.0% | -9.8% | +51.8% | +42.4% |
| 1Y | +56.9% | -26.2% | +83.0% | +61.8% |
| 3Y | +289.9% | -36.2% | +326.1% | +296.3% |
| All | +289.9% | -36.5% | +326.3% | +296.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling