+53.2%
ADP vs CCI
-51.4%
+104.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.5% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | +2.8% | +2.7% | +0.1% | +2.0% |
| 3M | +20.9% | -18.2% | +39.1% | +27.8% |
| 6M | +29.9% | -14.8% | +44.7% | +35.3% |
| YTD | +9.6% | -12.6% | +22.2% | +12.9% |
| 1Y | -5.3% | -16.7% | +11.5% | -1.1% |
| 3Y | +16.5% | -10.5% | +27.0% | +14.9% |
| All | +53.2% | -51.4% | +104.6% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling