+101.0%
CB vs BNY
+250.1%
-149.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.8% | -1.1% | -1.7% | -2.4% |
| 30D | -2.4% | +1.4% | -3.8% | -2.9% |
| 3M | +2.8% | +16.8% | -14.0% | -2.9% |
| 6M | +4.8% | +42.0% | -37.2% | -7.9% |
| YTD | +9.2% | +41.9% | -32.7% | -4.5% |
| 1Y | +22.8% | +59.2% | -36.4% | +2.4% |
| 3Y | +71.1% | +290.9% | -219.8% | -3.8% |
| 5Y | +101.0% | +259.0% | -158.0% | +12.7% |
| All | +101.0% | +250.1% | -149.1% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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