+215.4%
ADSK vs CCI
+23.6%
+191.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.7% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -14.9% | +2.2% | -17.1% | -15.7% |
| 3M | +3.3% | -16.9% | +20.2% | +11.7% |
| 6M | -15.7% | -11.5% | -4.1% | -11.8% |
| YTD | -28.2% | -12.8% | -15.4% | -25.0% |
| 1Y | -34.5% | -17.1% | -17.5% | -30.2% |
| 3Y | -2.9% | -9.6% | +6.7% | -5.6% |
| 5Y | -25.3% | -48.9% | +23.6% | -0.9% |
| All | +215.4% | +23.6% | +191.8% | +187.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling