+2,255.2%
ADSK vs CCJ
+1,578.1%
+677.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.3% |
| 7D | -14.5% | +4.2% | -18.7% | -15.4% |
| 30D | -19.3% | +3.2% | -22.5% | -20.1% |
| 3M | -7.8% | -1.8% | -6.0% | -8.3% |
| 6M | -20.8% | -13.5% | -7.2% | -19.7% |
| YTD | -30.2% | +9.7% | -39.9% | -34.2% |
| 1Y | -36.5% | +30.0% | -66.5% | -43.6% |
| 3Y | -5.7% | +172.6% | -178.3% | -34.4% |
| 5Y | -28.2% | +342.9% | -371.1% | -57.9% |
| 10Y | +209.1% | +1,099.7% | -890.6% | +24.4% |
| All | +2,255.2% | +1,578.1% | +677.1% | +918.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling