+317.2%
ADP vs CCI
+65.8%
+251.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +0.3% | -1.4% | +1.6% | +0.8% |
| 30D | +11.6% | +12.7% | -1.1% | +6.2% |
| 3M | +15.1% | +23.0% | -8.0% | +5.2% |
| 6M | +46.0% | +0.6% | +45.4% | +44.1% |
| YTD | +22.4% | +4.9% | +17.5% | +17.4% |
| 1Y | +24.5% | +0.7% | +23.8% | +21.4% |
| 3Y | +44.8% | +10.2% | +34.6% | +30.7% |
| 5Y | +49.1% | -36.4% | +85.5% | +74.1% |
| All | +317.2% | +65.8% | +251.3% | +236.6% |
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