-31.9%
ADSK vs CCI
-18.8%
-13.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.9% | -6.4% | -7.9% |
| 7D | -16.4% | -0.4% | -16.0% | -16.3% |
| 30D | -9.2% | +2.7% | -11.9% | -9.7% |
| 3M | -6.7% | -18.2% | +11.5% | -3.5% |
| 6M | -15.5% | -14.8% | -0.7% | -13.5% |
| YTD | -26.4% | -12.6% | -13.8% | -24.8% |
| 1Y | -31.9% | -16.7% | -15.1% | -29.9% |
| All | -31.9% | -18.8% | -13.1% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling