-41.0%
CCL vs ADM
+158.6%
-199.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -0.1% | -0.1% | -0.1% | -0.1% |
| 30D | -20.0% | +11.0% | -31.0% | -25.0% |
| 3M | -13.7% | +6.0% | -19.7% | -17.6% |
| 6M | -9.0% | +26.9% | -35.9% | -23.5% |
| YTD | -22.8% | +50.0% | -72.8% | -42.0% |
| 1Y | -25.3% | +39.6% | -64.9% | -41.8% |
| 3Y | +54.1% | +18.5% | +35.5% | +27.2% |
| 5Y | +3.5% | +62.6% | -59.1% | -40.7% |
| 10Y | -41.0% | +162.4% | -203.5% | -77.4% |
| All | -41.0% | +158.6% | -199.7% | -77.4% |
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 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