+56.9%
BNY vs CRL
+80.5%
-23.7%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -1.3% | -3.5% | +2.2% | -1.0% |
| 30D | -0.2% | -2.1% | +2.0% | 0.0% |
| 3M | +14.9% | +48.0% | -33.0% | +10.9% |
| 6M | +40.0% | +64.7% | -24.7% | +32.7% |
| YTD | +42.0% | +39.5% | +2.5% | +36.6% |
| 1Y | +56.9% | +74.2% | -17.3% | +52.5% |
| All | +56.9% | +80.5% | -23.7% | +52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling