-34.0%
CCL vs ADM
+133.7%
-167.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.9% |
| 7D | -1.2% | +4.2% | -5.4% | -3.5% |
| 30D | +13.1% | -12.8% | +26.0% | +21.7% |
| 3M | +3.4% | -8.5% | +11.8% | +7.3% |
| 6M | +18.7% | -10.9% | +29.6% | +23.6% |
| YTD | -2.3% | +29.4% | -31.7% | -21.4% |
| 1Y | +14.2% | +27.5% | -13.3% | -7.4% |
| 3Y | +133.6% | +10.3% | +123.2% | +94.2% |
| 5Y | +33.5% | +27.4% | +6.1% | -10.9% |
| All | -34.0% | +133.7% | -167.8% | -73.1% |
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