+259.0%
BNY vs CP
+32.2%
+226.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.6% |
| 7D | -1.1% | -2.7% | +1.6% | 0.0% |
| 30D | +1.4% | -3.4% | +4.8% | +2.7% |
| 3M | +16.8% | -0.6% | +17.4% | +16.6% |
| 6M | +42.0% | +6.3% | +35.7% | +37.2% |
| YTD | +41.9% | +21.2% | +20.7% | +28.9% |
| 1Y | +59.2% | +20.0% | +39.2% | +44.9% |
| 3Y | +290.9% | +18.7% | +272.2% | +247.3% |
| 5Y | +259.0% | +34.8% | +224.3% | +173.3% |
| All | +259.0% | +32.2% | +226.9% | +173.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling