+620.2%
ADI vs CCI
+67.9%
+552.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.0% | -3.1% |
| 7D | +9.5% | +2.5% | +6.9% | +8.7% |
| 30D | -1.4% | +14.4% | -15.8% | -5.3% |
| 3M | +4.7% | +21.7% | -17.0% | -1.6% |
| 6M | -7.4% | +4.0% | -11.5% | -9.7% |
| YTD | +48.1% | +6.2% | +41.8% | +42.3% |
| 1Y | +69.6% | +5.4% | +64.2% | +63.4% |
| 3Y | +144.4% | +11.7% | +132.6% | +120.8% |
| 5Y | +134.1% | -35.6% | +169.8% | +163.8% |
| All | +620.2% | +67.9% | +552.2% | +521.9% |
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