+259.4%
BNY vs CSGP
-59.5%
+319.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +2.1% |
| 7D | +2.3% | -1.8% | +4.2% | +2.6% |
| 30D | +6.4% | +5.3% | +1.1% | +5.2% |
| 3M | -3.6% | +3.3% | -6.9% | -4.8% |
| 6M | +16.9% | -4.7% | +21.5% | +16.7% |
| YTD | +32.6% | -53.5% | +86.1% | +54.1% |
| 1Y | +40.4% | -53.7% | +94.1% | +63.1% |
| 3Y | +259.4% | -59.7% | +319.2% | +321.3% |
| All | +259.4% | -59.5% | +319.0% | +321.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling