-24.5%
ADSK vs CCI
-49.3%
+24.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.5% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -14.9% | +2.2% | -17.1% | -15.6% |
| 3M | +3.3% | -16.9% | +20.2% | +10.3% |
| 6M | -15.7% | -11.5% | -4.1% | -12.4% |
| YTD | -28.2% | -12.8% | -15.4% | -25.4% |
| 1Y | -34.5% | -17.1% | -17.5% | -30.8% |
| 3Y | -2.9% | -9.6% | +6.7% | -7.0% |
| All | -24.5% | -49.3% | +24.8% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling