+7,025.4%
ADBE vs CCI
+1,098.1%
+5,927.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -4.4% | -3.4% | -1.0% | -3.5% |
| 30D | -0.2% | +9.9% | -10.2% | -2.9% |
| 3M | -9.9% | +22.7% | -32.6% | -15.1% |
| 6M | -3.5% | +0.8% | -4.3% | -4.5% |
| YTD | -32.1% | +4.1% | -36.3% | -33.7% |
| 1Y | -28.7% | -0.6% | -28.1% | -29.6% |
| 3Y | -60.2% | +9.4% | -69.7% | -62.3% |
| 5Y | -63.1% | -36.8% | -26.2% | -59.8% |
| 10Y | +129.2% | +65.4% | +63.7% | +96.3% |
| All | +7,025.4% | +1,098.1% | +5,927.3% | +3,903.3% |
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 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