+4,856.1%
ADI vs CCI
+896.9%
+3,959.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.8% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | -4.6% | +2.1% | -6.8% | -5.2% |
| 3M | -9.5% | -17.8% | +8.3% | -5.6% |
| 6M | +14.8% | -14.2% | +29.0% | +18.0% |
| YTD | +35.8% | -13.3% | +49.2% | +38.7% |
| 1Y | +48.9% | -16.6% | +65.6% | +53.3% |
| 3Y | +115.6% | -10.8% | +126.4% | +113.8% |
| 5Y | +135.1% | -50.3% | +185.4% | +169.4% |
| 10Y | +636.4% | +22.5% | +613.9% | +563.8% |
| All | +4,856.1% | +896.9% | +3,959.3% | +2,053.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling