+122.0%
CSCO vs BNY
+256.6%
-134.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.3% |
| 7D | +2.7% | -1.3% | +4.0% | +3.3% |
| 30D | -9.5% | -0.2% | -9.3% | -9.5% |
| 3M | -7.6% | +14.9% | -22.5% | -13.4% |
| 6M | +44.9% | +40.0% | +4.9% | +24.6% |
| YTD | +47.7% | +42.0% | +5.7% | +26.3% |
| 1Y | +69.1% | +56.9% | +12.2% | +38.5% |
| 3Y | +113.5% | +289.9% | -176.3% | +22.3% |
| All | +122.0% | +256.6% | -134.6% | +22.4% |
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