+9.8%
CCI vs ADM
+6.0%
+3.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +3.2% | -1.8% | +5.0% | +3.4% |
| 30D | +12.2% | -13.3% | +25.4% | +13.6% |
| 3M | +23.1% | -13.4% | +36.5% | +24.5% |
| 6M | +1.3% | -9.6% | +10.9% | +1.7% |
| YTD | +4.5% | +23.0% | -18.5% | +1.3% |
| 1Y | +2.3% | +27.4% | -25.1% | -1.1% |
| 3Y | +9.8% | +5.7% | +4.1% | +6.2% |
| All | +9.8% | +6.0% | +3.8% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling