+406.7%
BNY vs CPB
-45.3%
+452.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -1.3% | -1.8% | +0.5% | -1.2% |
| 30D | -0.2% | -7.1% | +6.9% | +0.4% |
| 3M | +14.9% | -6.0% | +21.0% | +15.3% |
| 6M | +40.0% | -5.3% | +45.2% | +40.2% |
| YTD | +42.0% | -20.8% | +62.8% | +44.8% |
| 1Y | +56.9% | -33.8% | +90.7% | +63.2% |
| 3Y | +289.9% | -43.7% | +333.6% | +311.7% |
| 5Y | +259.2% | -40.7% | +299.9% | +275.4% |
| All | +406.7% | -45.3% | +452.0% | +433.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling