+1,338.0%
CLS vs BNY
+287.0%
+1,050.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.5% | +6.5% |
| 7D | +10.9% | -1.3% | +12.3% | +12.2% |
| 30D | +2.1% | -0.2% | +2.3% | +2.1% |
| 3M | -10.2% | +14.9% | -25.1% | -21.1% |
| 6M | +30.4% | +40.0% | -9.6% | -4.1% |
| YTD | +17.2% | +42.0% | -24.7% | -16.0% |
| 1Y | +41.0% | +56.9% | -15.8% | -7.3% |
| 3Y | +1,338.0% | +289.9% | +1,048.1% | +406.5% |
| All | +1,338.0% | +287.0% | +1,050.9% | +406.5% |
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