+8,031.7%
BNY vs CMS
+457.8%
+7,573.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.4% | +0.4% | +1.1% | +1.3% |
| 30D | +3.8% | -3.6% | +7.4% | +5.1% |
| 3M | +14.9% | -1.9% | +16.8% | +15.4% |
| 6M | +40.3% | -11.0% | +51.3% | +45.5% |
| YTD | +43.9% | +0.2% | +43.7% | +42.8% |
| 1Y | +59.0% | -1.3% | +60.3% | +58.5% |
| 3Y | +290.7% | +35.9% | +254.8% | +245.2% |
| 5Y | +250.4% | +23.1% | +227.3% | +216.6% |
| 10Y | +411.2% | +117.9% | +293.2% | +267.9% |
| All | +8,031.7% | +457.8% | +7,573.9% | +3,580.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded CMS 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling