+858.1%
BNY vs CCI
+879.5%
-21.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.4% |
| 7D | -1.1% | -4.4% | +3.3% | -0.1% |
| 30D | +1.4% | +0.3% | +1.1% | +1.3% |
| 3M | +16.8% | -20.0% | +36.8% | +21.8% |
| 6M | +42.0% | -14.5% | +56.5% | +45.7% |
| YTD | +41.9% | -14.9% | +56.8% | +45.3% |
| 1Y | +59.2% | -17.7% | +76.9% | +64.0% |
| 3Y | +290.9% | -12.4% | +303.3% | +292.9% |
| 5Y | +259.0% | -50.1% | +309.2% | +302.4% |
| 10Y | +413.0% | +20.4% | +392.7% | +373.7% |
| All | +858.1% | +879.5% | -21.4% | +496.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling