+259.0%
BNY vs CNH
+8.8%
+250.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.9% |
| 7D | -1.1% | -2.5% | +1.4% | -0.4% |
| 30D | +1.4% | +27.0% | -25.6% | -6.0% |
| 3M | +16.8% | +32.6% | -15.8% | +6.0% |
| 6M | +42.0% | +23.6% | +18.4% | +30.6% |
| YTD | +41.9% | +47.8% | -5.9% | +21.9% |
| 1Y | +59.2% | +21.3% | +37.9% | +46.1% |
| 3Y | +290.9% | +7.0% | +284.0% | +265.3% |
| 5Y | +259.0% | +10.2% | +248.9% | +216.7% |
| All | +259.0% | +8.8% | +250.2% | +216.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling