+8,024.8%
BNY vs CP
+7,669.4%
+355.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.4% | -2.7% | +4.1% | +2.7% |
| 30D | +3.8% | +0.2% | +3.7% | +3.6% |
| 3M | +14.9% | +2.6% | +12.3% | +13.0% |
| 6M | +40.3% | +6.0% | +34.4% | +35.3% |
| YTD | +43.8% | +24.9% | +18.8% | +27.4% |
| 1Y | +58.9% | +20.1% | +38.8% | +43.2% |
| 3Y | +290.4% | +16.4% | +274.0% | +249.8% |
| 5Y | +250.1% | +31.7% | +218.3% | +191.2% |
| 10Y | +410.7% | +223.9% | +186.9% | +165.7% |
| All | +8,024.8% | +7,669.4% | +355.4% | +828.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling