+406.7%
BNY vs CMS
+118.9%
+287.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -1.3% | -1.9% | +0.6% | -0.7% |
| 30D | -0.2% | -4.1% | +3.9% | +1.2% |
| 3M | +14.9% | -7.1% | +22.0% | +17.3% |
| 6M | +40.0% | -10.1% | +50.0% | +44.2% |
| YTD | +42.0% | -1.7% | +43.7% | +41.7% |
| 1Y | +56.9% | -3.4% | +60.2% | +57.2% |
| 3Y | +289.9% | +31.6% | +258.3% | +249.1% |
| 5Y | +259.2% | +23.3% | +235.9% | +224.4% |
| All | +406.7% | +118.9% | +287.8% | +372.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling