+115.3%
ADI vs CCI
-10.8%
+126.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.5% |
| 7D | +2.6% | -0.3% | +2.9% | +2.6% |
| 30D | -4.6% | +2.1% | -6.8% | -4.6% |
| 3M | -9.5% | -17.8% | +8.3% | -9.0% |
| 6M | +14.8% | -14.2% | +29.0% | +15.0% |
| YTD | +35.8% | -13.3% | +49.2% | +35.9% |
| 1Y | +48.9% | -16.6% | +65.6% | +49.4% |
| All | +115.3% | -10.8% | +126.2% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling