+289.9%
BNY vs CRL
+38.6%
+251.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -1.3% | -3.5% | +2.2% | -0.8% |
| 30D | -0.2% | -2.1% | +2.0% | +0.1% |
| 3M | +14.9% | +48.0% | -33.0% | +8.3% |
| 6M | +40.0% | +64.7% | -24.7% | +29.1% |
| YTD | +42.0% | +39.5% | +2.5% | +34.0% |
| 1Y | +56.9% | +74.2% | -17.3% | +42.7% |
| 3Y | +289.9% | +39.4% | +250.5% | +256.4% |
| All | +289.9% | +38.6% | +251.3% | +256.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling