+825.7%
BNY vs CSGP
+3,334.4%
-2,508.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.8% |
| 7D | +1.4% | -4.1% | +5.5% | +2.3% |
| 30D | +3.8% | +2.3% | +1.5% | +3.0% |
| 3M | +14.9% | -8.2% | +23.1% | +16.1% |
| 6M | +40.3% | -35.1% | +75.4% | +52.4% |
| YTD | +43.8% | -54.0% | +97.8% | +67.4% |
| 1Y | +58.9% | -65.3% | +124.2% | +96.5% |
| 3Y | +290.4% | -62.6% | +353.0% | +368.2% |
| 5Y | +250.1% | -64.8% | +314.9% | +317.2% |
| 10Y | +410.7% | +45.1% | +365.6% | +335.4% |
| All | +825.7% | +3,334.4% | -2,508.7% | +376.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling