+141.5%
ADI vs CCI
+10.3%
+131.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -0.3% |
| 7D | -6.3% | +3.2% | -9.5% | -6.2% |
| 30D | -3.2% | +12.2% | -15.4% | -2.8% |
| 3M | +2.8% | +23.1% | -20.4% | +3.5% |
| 6M | -5.0% | +1.3% | -6.3% | -4.6% |
| YTD | +46.3% | +4.5% | +41.8% | +46.8% |
| 1Y | +71.6% | +2.3% | +69.3% | +72.3% |
| All | +141.5% | +10.3% | +131.2% | +134.4% |
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