+22.8%
CCL vs ADM
+24.5%
-1.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +3.1% | -9.0% | +12.1% | +5.3% |
| 30D | +13.7% | -14.0% | +27.7% | +17.4% |
| 3M | +3.8% | -9.2% | +13.0% | +5.4% |
| 6M | +9.3% | -9.2% | +18.4% | +10.3% |
| YTD | -1.1% | +24.2% | -25.3% | -10.3% |
| 1Y | +14.6% | +27.0% | -12.4% | +3.1% |
| 3Y | +146.4% | +6.6% | +139.8% | +129.4% |
| All | +22.8% | +24.5% | -1.6% | +0.8% |
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