+137.3%
ADBE vs CCI
+67.9%
+69.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.4% |
| 7D | +1.6% | +2.5% | -0.9% | +0.6% |
| 30D | +1.0% | +14.4% | -13.4% | -4.7% |
| 3M | -10.1% | +21.7% | -31.8% | -17.8% |
| 6M | +3.0% | +4.0% | -1.1% | +0.2% |
| YTD | -30.5% | +6.2% | -36.8% | -33.7% |
| 1Y | -27.1% | +5.4% | -32.5% | -30.2% |
| 3Y | -58.8% | +11.7% | -70.6% | -63.5% |
| 5Y | -63.0% | -35.6% | -27.4% | -56.4% |
| All | +137.3% | +67.9% | +69.4% | +88.6% |
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