+49.1%
ADP vs CCI
-37.1%
+86.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.3% | -0.5% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +14.9% | +28.4% | -13.5% | +6.7% |
| 3M | +11.6% | +20.0% | -8.4% | +5.6% |
| 6M | +48.5% | +0.8% | +47.7% | +47.3% |
| YTD | +20.6% | +3.6% | +17.0% | +17.9% |
| 1Y | +23.7% | +6.1% | +17.6% | +19.9% |
| 3Y | +47.8% | +7.2% | +40.6% | +37.9% |
| All | +49.1% | -37.1% | +86.2% | +72.6% |
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 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