+289.9%
BNY vs COR
+84.9%
+205.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.3% | -2.8% | +1.5% | -1.2% |
| 30D | -0.2% | +2.6% | -2.7% | -0.2% |
| 3M | +14.9% | +14.5% | +0.5% | +14.3% |
| 6M | +40.0% | -7.8% | +47.8% | +40.7% |
| YTD | +42.0% | -4.2% | +46.2% | +42.5% |
| 1Y | +56.9% | +7.0% | +49.8% | +56.6% |
| 3Y | +289.9% | +85.5% | +204.3% | +286.5% |
| All | +289.9% | +84.9% | +205.0% | +286.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 3y: compounded portfolio wealth divided by compounded COR 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…
3y analysis · Full analysis span regression · 6 months rolling