+7,926.8%
BNY vs COO
+5,822.5%
+2,104.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.9% |
| 7D | +1.5% | -2.3% | +3.8% | +1.7% |
| 30D | +3.3% | -8.8% | +12.1% | +4.2% |
| 3M | +15.3% | +1.3% | +14.0% | +15.0% |
| 6M | +42.5% | -11.6% | +54.0% | +43.9% |
| YTD | +42.0% | -17.4% | +59.4% | +44.4% |
| 1Y | +59.3% | -1.6% | +60.9% | +59.0% |
| 3Y | +291.2% | -22.6% | +313.9% | +297.4% |
| 5Y | +252.1% | -40.3% | +292.4% | +265.1% |
| 10Y | +407.1% | +45.2% | +361.9% | +387.5% |
| All | +7,926.8% | +5,822.5% | +2,104.3% | +6,653.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling