+1.4%
CCL vs ADM
+62.5%
-61.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -5.0% | +3.8% | -8.8% | -5.9% |
| 30D | -20.3% | +9.8% | -30.1% | -22.3% |
| 3M | -15.1% | +2.1% | -17.3% | -15.9% |
| 6M | -15.1% | +27.5% | -42.6% | -21.7% |
| YTD | -21.8% | +50.2% | -72.0% | -31.8% |
| 1Y | -24.8% | +40.6% | -65.4% | -33.3% |
| 3Y | +51.9% | +17.2% | +34.6% | +42.3% |
| All | +1.4% | +62.5% | -61.1% | -18.9% |
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