+406.7%
BNY vs CRL
+256.1%
+150.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -1.3% | -3.5% | +2.2% | -0.5% |
| 30D | -0.2% | -2.1% | +2.0% | +0.3% |
| 3M | +14.9% | +48.0% | -33.0% | +3.6% |
| 6M | +40.0% | +64.7% | -24.7% | +21.5% |
| YTD | +42.0% | +39.5% | +2.5% | +28.2% |
| 1Y | +56.9% | +74.2% | -17.3% | +32.6% |
| 3Y | +289.9% | +39.4% | +250.5% | +231.9% |
| 5Y | +259.2% | -36.9% | +296.1% | +280.5% |
| All | +406.7% | +256.1% | +150.6% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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