+753.2%
BNY vs CSGP
+3,270.0%
-2,516.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.9% | +0.6% |
| 7D | +1.2% | -3.2% | +4.4% | +1.9% |
| 30D | +6.4% | +2.2% | +4.1% | +5.2% |
| 3M | -4.8% | -3.7% | -1.1% | -5.1% |
| 6M | +16.8% | -7.4% | +24.2% | +16.6% |
| YTD | +32.5% | -54.9% | +87.4% | +53.6% |
| 1Y | +38.6% | -54.9% | +93.5% | +60.5% |
| 3Y | +254.3% | -61.9% | +316.3% | +320.2% |
| 5Y | +192.4% | -63.1% | +255.6% | +242.6% |
| 10Y | +322.4% | +65.1% | +257.3% | +247.9% |
| All | +753.2% | +3,270.0% | -2,516.8% | +336.8% |
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