+252.1%
BNY vs CSGP
-65.4%
+317.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | +1.5% | -5.1% | +6.6% | +2.6% |
| 30D | +3.3% | +0.3% | +3.0% | +2.9% |
| 3M | +15.3% | -9.1% | +24.5% | +17.0% |
| 6M | +42.5% | -37.3% | +79.7% | +58.0% |
| YTD | +42.0% | -54.9% | +96.9% | +70.5% |
| 1Y | +59.3% | -65.5% | +124.8% | +105.7% |
| 3Y | +291.2% | -63.3% | +354.5% | +385.0% |
| 5Y | +252.1% | -65.8% | +317.8% | +320.3% |
| All | +252.1% | -65.4% | +317.4% | +320.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling