+27.7%
CL vs BNY
+286.7%
-259.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.3% | +0.3% | -2.6% | -2.3% |
| 30D | -5.5% | +1.9% | -7.4% | -5.6% |
| 3M | +0.8% | +13.9% | -13.1% | +0.2% |
| 6M | -4.2% | +42.3% | -46.5% | -6.1% |
| YTD | +13.4% | +41.8% | -28.4% | +10.9% |
| 1Y | +7.1% | +57.9% | -50.9% | +3.4% |
| All | +27.7% | +286.7% | -259.0% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling