-3.3%
ADSK vs CCI
-12.4%
+9.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.2% | +2.7% |
| 7D | -10.9% | -4.4% | -6.5% | -10.2% |
| 30D | -15.9% | +0.3% | -16.2% | -15.9% |
| 3M | -4.4% | -20.0% | +15.6% | -1.2% |
| 6M | -16.6% | -14.5% | -2.1% | -14.8% |
| YTD | -28.5% | -14.9% | -13.7% | -27.0% |
| 1Y | -34.6% | -17.7% | -17.0% | -33.0% |
| All | -3.3% | -12.4% | +9.1% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling