+3,154.0%
CLS vs BNY
+416.3%
+2,737.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.5% | +6.5% |
| 7D | +10.9% | -1.3% | +12.3% | +11.9% |
| 30D | +2.1% | -0.2% | +2.3% | +2.1% |
| 3M | -10.2% | +14.9% | -25.1% | -18.5% |
| 6M | +30.4% | +40.0% | -9.6% | +4.0% |
| YTD | +17.2% | +42.0% | -24.7% | -8.0% |
| 1Y | +41.0% | +56.9% | -15.8% | +4.1% |
| 3Y | +1,338.0% | +289.9% | +1,048.1% | +498.0% |
| 5Y | +3,860.6% | +259.2% | +3,601.4% | +1,593.9% |
| All | +3,154.0% | +416.3% | +2,737.7% | +922.4% |
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