+4,850.5%
CL vs BNY
+8,176.7%
-3,326.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.2% | +1.4% | -3.6% | -2.5% |
| 30D | -4.8% | +3.8% | -8.7% | -5.6% |
| 3M | +4.9% | +14.9% | -10.0% | +1.9% |
| 6M | -5.7% | +40.3% | -46.1% | -12.1% |
| YTD | +14.4% | +43.8% | -29.4% | +5.9% |
| 1Y | +8.7% | +58.9% | -50.1% | -1.4% |
| 3Y | +30.0% | +290.4% | -260.4% | -2.6% |
| 5Y | +28.4% | +250.1% | -221.7% | -3.0% |
| 10Y | +50.1% | +410.7% | -360.6% | +1.2% |
| All | +4,850.5% | +8,176.7% | -3,326.2% | +1,449.1% |
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