+25.2%
COP vs BNY
+287.0%
-261.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | -1.3% | +3.6% | +2.7% |
| 30D | +8.6% | -0.2% | +8.8% | +8.6% |
| 3M | +19.9% | +14.9% | +4.9% | +13.8% |
| 6M | +19.0% | +40.0% | -21.0% | +4.4% |
| YTD | +50.0% | +42.0% | +8.0% | +29.8% |
| 1Y | +50.5% | +56.9% | -6.3% | +24.2% |
| 3Y | +25.2% | +289.9% | -264.7% | -23.3% |
| All | +25.2% | +287.0% | -261.8% | -23.3% |
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