+7,916.8%
BNY vs CTAS
+23,079.4%
-15,162.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.3% | +1.0% | -0.7% | -0.1% |
| 30D | +1.9% | -1.1% | +3.0% | +2.3% |
| 3M | +13.9% | +11.5% | +2.4% | +7.7% |
| 6M | +42.3% | +0.2% | +42.1% | +40.7% |
| YTD | +41.8% | +7.2% | +34.7% | +35.9% |
| 1Y | +57.9% | 0.0% | +58.0% | +55.7% |
| 3Y | +290.7% | +65.9% | +224.8% | +201.9% |
| 5Y | +252.3% | +109.6% | +142.7% | +143.3% |
| 10Y | +412.8% | +683.8% | -271.0% | +91.0% |
| All | +7,916.8% | +23,079.4% | -15,162.7% | +972.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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