+25.3%
ADP vs CCI
+2.5%
+22.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | +2.2% | +2.5% | -0.3% | +1.9% |
| 30D | +10.6% | +14.4% | -3.9% | +8.7% |
| 3M | +12.9% | +21.7% | -8.8% | +10.2% |
| 6M | +50.6% | +4.0% | +46.6% | +48.8% |
| YTD | +23.2% | +6.2% | +17.0% | +23.6% |
| 1Y | +25.3% | +5.4% | +19.9% | +25.8% |
| All | +25.3% | +2.5% | +22.8% | +25.8% |
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 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