+289.5%
BNY vs CMS
+34.5%
+255.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +1.9% | -1.3% | +3.2% | +2.2% |
| 3M | +13.9% | -5.4% | +19.3% | +14.9% |
| 6M | +42.3% | -10.3% | +52.7% | +45.6% |
| YTD | +41.8% | -0.2% | +42.1% | +40.2% |
| 1Y | +57.9% | -0.9% | +58.8% | +56.2% |
| All | +289.5% | +34.5% | +255.0% | +240.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling