+184.8%
COP vs BNY
+256.6%
-71.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | -1.3% | +3.6% | +2.8% |
| 30D | +8.6% | -0.2% | +8.8% | +8.6% |
| 3M | +19.9% | +14.9% | +4.9% | +12.7% |
| 6M | +19.0% | +40.0% | -21.0% | +2.3% |
| YTD | +50.0% | +42.0% | +8.0% | +27.3% |
| 1Y | +50.5% | +56.9% | -6.3% | +21.7% |
| 3Y | +25.2% | +289.9% | -264.7% | -34.1% |
| All | +184.8% | +256.6% | -71.8% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling