+406.7%
BNY vs CCI
+23.6%
+383.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.6% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | -0.2% | +2.2% | -2.4% | -0.8% |
| 3M | +14.9% | -16.9% | +31.8% | +20.2% |
| 6M | +40.0% | -11.5% | +51.5% | +43.4% |
| YTD | +42.0% | -12.8% | +54.8% | +45.4% |
| 1Y | +56.9% | -17.1% | +73.9% | +62.8% |
| 3Y | +289.9% | -9.6% | +299.5% | +285.3% |
| 5Y | +259.2% | -48.9% | +308.1% | +319.1% |
| All | +406.7% | +23.6% | +383.1% | +454.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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