+7,189.7%
ADBE vs CCI
+1,121.9%
+6,067.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | +1.6% | +2.5% | -0.9% | +0.9% |
| 30D | +1.0% | +14.4% | -13.4% | -2.7% |
| 3M | -10.1% | +21.7% | -31.8% | -15.1% |
| 6M | +3.0% | +4.0% | -1.1% | +1.1% |
| YTD | -30.5% | +6.2% | -36.8% | -32.5% |
| 1Y | -27.1% | +5.4% | -32.5% | -29.1% |
| 3Y | -58.8% | +11.7% | -70.6% | -61.2% |
| 5Y | -63.0% | -35.6% | -27.4% | -60.0% |
| 10Y | +134.5% | +68.7% | +65.7% | +99.9% |
| All | +7,189.7% | +1,121.9% | +6,067.9% | +3,975.2% |
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