+22.5%
CCI vs ADM
+171.4%
-148.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.5% | -1.7% |
| 7D | -0.3% | +1.4% | -1.6% | -0.7% |
| 30D | +2.1% | +8.2% | -6.1% | -0.1% |
| 3M | -17.8% | +8.7% | -26.5% | -19.9% |
| 6M | -14.2% | +29.1% | -43.3% | -20.5% |
| YTD | -13.3% | +53.7% | -67.0% | -23.6% |
| 1Y | -16.6% | +43.2% | -59.9% | -25.3% |
| 3Y | -10.8% | +21.4% | -32.2% | -17.8% |
| 5Y | -50.3% | +67.1% | -117.4% | -60.2% |
| 10Y | +22.5% | +176.6% | -154.1% | -23.3% |
| All | +22.5% | +171.4% | -148.9% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling