+7,500.8%
BNY vs CP
+7,903.1%
-402.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +3.9% | +2.1% | +1.7% | +2.8% |
| 30D | +11.9% | +9.3% | +2.6% | +7.1% |
| 3M | -5.0% | +0.5% | -5.5% | -5.5% |
| 6M | +14.6% | +10.4% | +4.2% | +8.4% |
| YTD | +34.5% | +28.7% | +5.8% | +17.3% |
| 1Y | +40.6% | +33.2% | +7.4% | +20.5% |
| 3Y | +261.7% | +38.4% | +223.3% | +197.4% |
| 5Y | +192.3% | +26.2% | +166.1% | +148.1% |
| 10Y | +324.0% | +258.4% | +65.6% | +110.3% |
| All | +7,500.8% | +7,903.1% | -402.3% | +755.1% |
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