+256.9%
BNY vs CCI
-49.3%
+306.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.5% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | -0.2% | +2.2% | -2.4% | -0.7% |
| 3M | +14.9% | -16.9% | +31.8% | +19.5% |
| 6M | +40.0% | -11.5% | +51.5% | +42.9% |
| YTD | +42.0% | -12.8% | +54.8% | +44.9% |
| 1Y | +56.9% | -17.1% | +73.9% | +62.1% |
| 3Y | +289.9% | -9.6% | +299.5% | +282.2% |
| All | +256.9% | -49.3% | +306.2% | +277.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling