+316.9%
BNY vs CSGP
+65.8%
+251.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.3% |
| 7D | +3.9% | +1.3% | +2.5% | +3.5% |
| 30D | +11.9% | +2.8% | +9.1% | +10.4% |
| 3M | -5.0% | -6.3% | +1.3% | -4.6% |
| 6M | +14.6% | -3.2% | +17.8% | +13.2% |
| YTD | +34.5% | -54.0% | +88.4% | +60.5% |
| 1Y | +40.6% | -54.8% | +95.4% | +68.4% |
| 3Y | +261.7% | -60.6% | +322.3% | +340.8% |
| 5Y | +192.3% | -62.6% | +254.9% | +251.7% |
| All | +316.9% | +65.8% | +251.0% | +266.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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