+47.8%
ADP vs CCI
+6.3%
+41.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.3% | -0.8% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +14.9% | +28.4% | -13.5% | +10.1% |
| 3M | +11.6% | +20.0% | -8.4% | +8.3% |
| 6M | +48.5% | +0.8% | +47.7% | +47.7% |
| YTD | +20.6% | +3.6% | +17.0% | +19.3% |
| 1Y | +23.7% | +6.1% | +17.6% | +21.8% |
| 3Y | +47.8% | +7.2% | +40.6% | +45.1% |
| All | +47.8% | +6.3% | +41.5% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling