-10.2%
ADSK vs CCJ
-26.2%
+16.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.2% | +8.3% | +7.0% |
| 7D | +11.4% | -14.5% | +25.9% | +10.4% |
| 30D | +21.9% | -18.1% | +40.0% | +20.5% |
| 3M | +13.9% | -23.0% | +36.9% | +12.2% |
| 6M | +9.1% | -39.4% | +48.5% | +7.5% |
| YTD | -8.8% | -21.7% | +12.9% | -12.3% |
| 1Y | -10.2% | -25.9% | +15.7% | -13.0% |
| All | -10.2% | -26.2% | +16.0% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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