+7,388.5%
CI vs BNY
+8,066.6%
-678.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | +0.5% | +1.9% | -1.5% | -0.3% |
| 3M | -5.2% | +13.9% | -19.1% | -9.8% |
| 6M | +4.3% | +42.3% | -38.0% | -8.6% |
| YTD | +2.8% | +41.8% | -39.1% | -10.1% |
| 1Y | -5.8% | +57.9% | -63.8% | -21.0% |
| 3Y | +4.7% | +290.7% | -286.0% | -38.0% |
| 5Y | +42.7% | +252.3% | -209.6% | -14.1% |
| 10Y | +141.0% | +412.8% | -271.8% | +24.2% |
| All | +7,388.5% | +8,066.6% | -678.1% | +1,185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling