+895.8%
CCI vs ADM
+1,036.8%
-141.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | -0.4% | +3.8% | -4.2% | -1.5% |
| 30D | +2.7% | +9.8% | -7.1% | -0.3% |
| 3M | -18.2% | +2.1% | -20.3% | -19.0% |
| 6M | -14.8% | +27.5% | -42.3% | -21.4% |
| YTD | -12.6% | +50.2% | -62.8% | -23.3% |
| 1Y | -16.7% | +40.6% | -57.3% | -25.7% |
| 3Y | -10.5% | +17.2% | -27.7% | -18.1% |
| 5Y | -51.4% | +61.9% | -113.3% | -60.6% |
| 10Y | +20.0% | +159.3% | -139.2% | -18.8% |
| All | +895.8% | +1,036.8% | -141.0% | +362.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling