+215.4%
ADSK vs CCJ
+1,065.5%
-850.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | -2.5% | -4.0% | +1.5% | -1.8% |
| 30D | -14.9% | -2.4% | -12.5% | -14.6% |
| 3M | +3.3% | -2.3% | +5.6% | +3.2% |
| 6M | -15.7% | -16.2% | +0.6% | -14.1% |
| YTD | -28.2% | +5.7% | -33.9% | -31.3% |
| 1Y | -34.5% | +21.3% | -55.8% | -40.1% |
| 3Y | -2.9% | +159.4% | -162.3% | -29.1% |
| 5Y | -25.3% | +300.7% | -326.0% | -52.7% |
| All | +215.4% | +1,065.5% | -850.1% | +55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling