+51.0%
CL vs BNY
+416.3%
-365.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | -6.0% | -0.2% | -5.8% | -6.0% |
| 3M | -2.3% | +14.9% | -17.3% | -4.8% |
| 6M | -2.0% | +40.0% | -42.0% | -7.8% |
| YTD | +11.8% | +42.0% | -30.1% | +4.7% |
| 1Y | +5.8% | +56.9% | -51.0% | -2.8% |
| 3Y | +25.9% | +289.9% | -263.9% | -3.9% |
| 5Y | +26.9% | +259.2% | -232.3% | -3.2% |
| All | +51.0% | +416.3% | -365.3% | +3.2% |
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