+651.5%
ADI vs CCI
+23.6%
+627.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +4.2% |
| 7D | +4.6% | -0.3% | +4.8% | +4.7% |
| 30D | -1.2% | +2.2% | -3.4% | -1.9% |
| 3M | -7.8% | -16.9% | +9.1% | -3.3% |
| 6M | +19.3% | -11.5% | +30.9% | +22.1% |
| YTD | +40.9% | -12.8% | +53.8% | +44.1% |
| 1Y | +54.5% | -17.1% | +71.6% | +60.3% |
| 3Y | +123.4% | -9.6% | +133.1% | +115.9% |
| 5Y | +142.3% | -48.9% | +191.3% | +193.4% |
| All | +651.5% | +23.6% | +627.9% | +640.0% |
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