+133.9%
ADI vs CCI
-50.7%
+184.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.4% | +0.2% | +2.3% | +2.4% |
| 30D | -6.6% | +0.5% | -7.1% | -6.7% |
| 3M | -9.8% | -16.3% | +6.5% | -7.1% |
| 6M | +15.7% | -13.9% | +29.6% | +18.1% |
| YTD | +35.1% | -12.4% | +47.6% | +36.9% |
| 1Y | +47.7% | -15.2% | +62.9% | +50.7% |
| 3Y | +114.5% | -9.9% | +124.3% | +105.7% |
| All | +133.9% | -50.7% | +184.6% | +176.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling