+412.8%
BNY vs CSGP
+37.7%
+375.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.4% |
| 7D | +0.3% | -5.4% | +5.7% | +1.7% |
| 30D | +1.9% | -6.0% | +8.0% | +3.2% |
| 3M | +13.9% | -12.8% | +26.7% | +16.8% |
| 6M | +42.3% | -38.9% | +81.2% | +59.8% |
| YTD | +41.8% | -56.0% | +97.9% | +72.7% |
| 1Y | +57.9% | -66.4% | +124.4% | +107.1% |
| 3Y | +290.7% | -64.2% | +354.9% | +392.3% |
| 5Y | +252.3% | -67.0% | +319.3% | +341.3% |
| 10Y | +412.8% | +43.8% | +369.0% | +346.4% |
| All | +412.8% | +37.7% | +375.1% | +346.4% |
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