+142.1%
CI vs BNY
+416.3%
-274.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.1% | -1.3% | +1.3% | +0.5% |
| 30D | +1.8% | -0.2% | +1.9% | +1.8% |
| 3M | -4.2% | +14.9% | -19.2% | -10.4% |
| 6M | +8.8% | +40.0% | -31.1% | -7.1% |
| YTD | +3.7% | +42.0% | -38.2% | -12.3% |
| 1Y | -6.1% | +56.9% | -63.0% | -24.5% |
| 3Y | +4.5% | +289.9% | -285.4% | -47.8% |
| 5Y | +50.5% | +259.2% | -208.7% | -24.4% |
| All | +142.1% | +416.3% | -274.2% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling