+58.9%
BNY vs CNH
+29.2%
+29.6%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | +0.1% |
| 7D | +1.4% | +23.3% | -21.8% | +0.1% |
| 30D | +3.8% | +33.5% | -29.6% | +1.9% |
| 3M | +14.9% | +32.7% | -17.8% | +12.7% |
| 6M | +40.3% | +22.2% | +18.2% | +38.6% |
| YTD | +43.8% | +57.7% | -13.9% | +36.9% |
| 1Y | +58.9% | +28.0% | +30.9% | +53.7% |
| All | +58.9% | +29.2% | +29.6% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling