-24.5%
ADSK vs CCJ
+281.7%
-306.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -31.4% |
| 1Y | -34.5% | +21.3% | -55.8% | -40.4% |
| 3Y | -2.9% | +159.4% | -162.3% | -32.2% |
| All | -24.5% | +281.7% | -306.2% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling