-50.8%
CCI vs ADM
+64.4%
-115.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.2% | -0.1% | +0.2% | +0.2% |
| 30D | +0.5% | +11.0% | -10.5% | -1.4% |
| 3M | -16.3% | +6.0% | -22.3% | -17.2% |
| 6M | -13.9% | +26.9% | -40.9% | -17.9% |
| YTD | -12.4% | +50.0% | -62.4% | -19.0% |
| 1Y | -15.2% | +39.6% | -54.8% | -20.7% |
| 3Y | -9.9% | +18.5% | -28.4% | -13.7% |
| 5Y | -50.8% | +62.6% | -113.4% | -54.8% |
| All | -50.8% | +64.4% | -115.3% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling