+634.3%
BNY vs CNH
+55.3%
+579.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.2% |
| 7D | -1.3% | -5.7% | +4.4% | +0.6% |
| 30D | -0.2% | +26.6% | -26.7% | -8.7% |
| 3M | +14.9% | +31.1% | -16.1% | +2.9% |
| 6M | +40.0% | +24.9% | +15.1% | +26.2% |
| YTD | +42.0% | +48.7% | -6.7% | +19.3% |
| 1Y | +56.9% | +22.2% | +34.6% | +41.1% |
| 3Y | +289.9% | +7.4% | +282.4% | +255.1% |
| 5Y | +259.2% | +10.8% | +248.4% | +215.2% |
| 10Y | +413.3% | +154.7% | +258.6% | +215.4% |
| All | +634.3% | +55.3% | +579.0% | +374.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling