+7,500.8%
BNY vs CMS
+478.1%
+7,022.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.2% |
| 7D | +3.9% | +1.7% | +2.1% | +3.2% |
| 30D | +11.9% | +6.2% | +5.8% | +9.5% |
| 3M | -5.0% | +0.6% | -5.7% | -5.3% |
| 6M | +14.6% | -1.8% | +16.4% | +14.8% |
| YTD | +34.5% | +3.8% | +30.6% | +31.7% |
| 1Y | +40.6% | -1.8% | +42.4% | +40.3% |
| 3Y | +261.7% | +39.8% | +221.9% | +216.4% |
| 5Y | +192.3% | +37.1% | +155.2% | +154.3% |
| 10Y | +324.0% | +138.6% | +185.4% | +195.9% |
| All | +7,500.8% | +478.1% | +7,022.7% | +3,293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling