+7,920.7%
BNY vs CLX
+2,272.0%
+5,648.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.4% |
| 7D | -1.1% | -5.9% | +4.8% | +0.9% |
| 30D | +1.4% | -17.0% | +18.5% | +7.7% |
| 3M | +16.8% | -9.6% | +26.4% | +20.0% |
| 6M | +42.0% | -21.5% | +63.5% | +51.8% |
| YTD | +41.9% | -8.8% | +50.7% | +43.8% |
| 1Y | +59.2% | -24.7% | +83.9% | +71.5% |
| 3Y | +290.9% | -35.6% | +326.6% | +336.7% |
| 5Y | +259.0% | -37.6% | +296.7% | +293.8% |
| 10Y | +413.0% | -2.4% | +415.4% | +331.9% |
| All | +7,920.7% | +2,272.0% | +5,648.7% | +1,647.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling