-7.7%
ADP vs CCI
-14.4%
+6.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | -5.5% | +0.2% | -5.6% | -5.5% |
| 30D | -1.2% | +0.5% | -1.7% | -1.3% |
| 3M | +17.9% | -16.3% | +34.1% | +20.3% |
| 6M | +20.3% | -13.9% | +34.3% | +21.8% |
| YTD | +5.8% | -12.4% | +18.3% | +8.3% |
| 1Y | -7.7% | -15.2% | +7.5% | -4.9% |
| All | -7.7% | -14.4% | +6.7% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling