+56.9%
BNY vs COO
-20.3%
+77.2%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.3% | -22.5% | +21.2% | +0.9% |
| 30D | -0.2% | -29.7% | +29.6% | +3.0% |
| 3M | +14.9% | -20.1% | +35.1% | +16.8% |
| 6M | +40.0% | -26.9% | +66.9% | +44.4% |
| YTD | +42.0% | -34.2% | +76.2% | +49.0% |
| 1Y | +56.9% | -21.3% | +78.1% | +62.7% |
| All | +56.9% | -20.3% | +77.2% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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