+27.5%
CL vs BNY
+286.9%
-259.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-10 to 2026-09-10.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -2.4% | -1.1% | -1.4% | -2.4% |
| 30D | -4.8% | +1.4% | -6.2% | -4.8% |
| 3M | -1.7% | +16.8% | -18.5% | -2.5% |
| 6M | -3.8% | +42.0% | -45.8% | -5.8% |
| YTD | +13.3% | +41.9% | -28.7% | +10.7% |
| 1Y | +8.3% | +59.2% | -50.9% | +4.5% |
| All | +27.5% | +286.9% | -259.3% | +9.3% |
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 2023-09-10 to 2026-09-10: 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…
2023-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling