-42.6%
CCL vs ADSK
+222.2%
-264.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.0% |
| 7D | -3.2% | -2.5% | -0.7% | -1.7% |
| 30D | -17.8% | -14.9% | -2.9% | -10.0% |
| 3M | -18.7% | +3.3% | -22.0% | -22.2% |
| 6M | -11.4% | -15.7% | +4.3% | -5.5% |
| YTD | -24.3% | -28.2% | +3.9% | -11.4% |
| 1Y | -28.8% | -34.5% | +5.7% | -11.3% |
| 3Y | +49.3% | -2.9% | +52.2% | +41.8% |
| 5Y | +1.6% | -25.3% | +26.9% | +10.4% |
| All | -42.6% | +222.2% | -264.9% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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