+40.7%
CL vs BNY
+262.4%
-221.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +3.2% | +3.9% | -0.6% | +3.1% |
| 30D | +8.0% | +11.9% | -3.9% | +7.6% |
| 3M | +7.9% | -5.0% | +12.9% | +8.1% |
| 6M | +14.7% | +14.6% | +0.1% | +13.9% |
| YTD | +29.2% | +34.5% | -5.3% | +26.6% |
| 1Y | +29.5% | +40.6% | -11.1% | +26.4% |
| 3Y | +40.7% | +261.7% | -221.1% | +20.9% |
| All | +40.7% | +262.4% | -221.7% | +20.9% |
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 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