+259.0%
BNY vs COO
-51.8%
+310.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.7% | +14.7% | +3.9% |
| 7D | -1.1% | -23.3% | +22.3% | +5.8% |
| 30D | +1.4% | -29.5% | +30.9% | +11.0% |
| 3M | +16.8% | -20.0% | +36.8% | +22.9% |
| 6M | +42.0% | -27.2% | +69.2% | +53.4% |
| YTD | +41.9% | -33.9% | +75.8% | +57.7% |
| 1Y | +59.2% | -19.9% | +79.1% | +66.1% |
| 3Y | +290.9% | -38.1% | +329.0% | +328.4% |
| 5Y | +259.0% | -52.0% | +311.0% | +318.0% |
| All | +259.0% | -51.8% | +310.8% | +318.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling