-61.5%
ADBE vs CCI
-51.2%
-10.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -8.9% | -0.3% | -8.6% | -8.8% |
| 30D | -6.6% | +2.1% | -8.8% | -7.2% |
| 3M | +7.1% | -17.8% | +25.0% | +14.0% |
| 6M | -9.8% | -14.2% | +4.4% | -5.6% |
| YTD | -27.2% | -13.3% | -13.8% | -24.4% |
| 1Y | -28.0% | -16.6% | -11.4% | -24.4% |
| 3Y | -54.5% | -10.8% | -43.7% | -55.9% |
| 5Y | -61.5% | -50.3% | -11.2% | -48.6% |
| All | -61.5% | -51.2% | -10.3% | -48.6% |
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 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