+3,458.4%
CLS vs BNY
+815.2%
+2,643.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +20.1% | +0.3% | +19.8% | +20.0% |
| 30D | +6.0% | +1.9% | +4.1% | +5.1% |
| 3M | -10.3% | +13.9% | -24.2% | -15.9% |
| 6M | +24.5% | +42.3% | -17.8% | +5.0% |
| YTD | +12.9% | +41.8% | -29.0% | -5.1% |
| 1Y | +36.7% | +57.9% | -21.3% | +9.5% |
| 3Y | +1,328.1% | +290.7% | +1,037.4% | +649.8% |
| 5Y | +3,682.3% | +252.3% | +3,430.0% | +1,966.9% |
| 10Y | +3,038.3% | +412.8% | +2,625.5% | +1,310.9% |
| All | +3,458.4% | +815.2% | +2,643.2% | +691.0% |
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