+56.9%
BNY vs CP
+20.2%
+36.6%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -1.3% | -2.6% | +1.3% | -1.0% |
| 30D | -0.2% | -3.7% | +3.6% | +0.3% |
| 3M | +14.9% | +0.1% | +14.8% | +14.5% |
| 6M | +40.0% | +7.8% | +32.1% | +36.8% |
| YTD | +42.0% | +21.7% | +20.3% | +35.3% |
| 1Y | +56.9% | +18.6% | +38.2% | +49.6% |
| All | +56.9% | +20.2% | +36.6% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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