+507.4%
BNY vs CRL
+1,327.4%
-820.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | 0.0% |
| 7D | +0.3% | -4.6% | +4.9% | +1.6% |
| 30D | +1.9% | +0.5% | +1.4% | +1.7% |
| 3M | +13.9% | +46.6% | -32.7% | +1.3% |
| 6M | +42.3% | +57.3% | -15.0% | +22.4% |
| YTD | +41.8% | +39.5% | +2.3% | +25.8% |
| 1Y | +57.9% | +76.9% | -18.9% | +29.6% |
| 3Y | +290.7% | +39.4% | +251.4% | +223.8% |
| 5Y | +252.3% | -37.2% | +289.4% | +261.4% |
| 10Y | +412.8% | +253.4% | +159.4% | +185.2% |
| All | +507.4% | +1,327.4% | -820.1% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling