+338.5%
COP vs BNY
+416.3%
-77.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | -1.3% | +3.6% | +3.2% |
| 30D | +8.6% | -0.2% | +8.8% | +8.5% |
| 3M | +19.9% | +14.9% | +4.9% | +8.7% |
| 6M | +19.0% | +40.0% | -21.0% | -6.1% |
| YTD | +50.0% | +42.0% | +8.0% | +16.3% |
| 1Y | +50.5% | +56.9% | -6.3% | +8.6% |
| 3Y | +25.2% | +289.9% | -264.7% | -53.5% |
| 5Y | +194.3% | +259.2% | -64.9% | +10.3% |
| All | +338.5% | +416.3% | -77.8% | +17.7% |
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