+289.7%
BNY vs CPB
-43.2%
+332.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.1% |
| 7D | -1.1% | -5.4% | +4.3% | -1.0% |
| 30D | +1.4% | -7.8% | +9.3% | +1.5% |
| 3M | +16.8% | -6.9% | +23.7% | +16.9% |
| 6M | +42.0% | -12.2% | +54.2% | +42.6% |
| YTD | +41.9% | -21.1% | +63.0% | +43.5% |
| 1Y | +59.2% | -33.5% | +92.7% | +63.6% |
| All | +289.7% | -43.2% | +332.9% | +311.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling