-55.9%
ADBE vs CCI
-12.4%
-43.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.6% | -2.1% |
| 7D | -12.9% | -4.4% | -8.5% | -12.2% |
| 30D | -5.6% | +0.3% | -6.0% | -5.6% |
| 3M | +6.6% | -20.0% | +26.6% | +10.0% |
| 6M | -9.6% | -14.5% | +5.0% | -7.6% |
| YTD | -28.9% | -14.9% | -14.0% | -27.4% |
| 1Y | -28.9% | -17.7% | -11.3% | -27.2% |
| All | -55.9% | -12.4% | -43.5% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling