+640.7%
ADI vs CCI
+65.8%
+574.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.1% |
| 7D | +13.4% | -1.4% | +14.8% | +13.8% |
| 30D | -1.3% | +12.7% | -14.0% | -4.8% |
| 3M | +6.8% | +23.0% | -16.2% | 0.0% |
| 6M | -1.9% | +0.6% | -2.5% | -3.3% |
| YTD | +52.3% | +4.9% | +47.4% | +46.9% |
| 1Y | +71.6% | +0.7% | +71.0% | +67.9% |
| 3Y | +148.9% | +10.2% | +138.7% | +125.8% |
| 5Y | +140.8% | -36.4% | +177.2% | +172.3% |
| All | +640.7% | +65.8% | +574.8% | +541.9% |
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