+47.5%
CCL vs ADSK
-3.6%
+51.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -2.2% |
| 7D | -4.3% | -10.9% | +6.6% | +1.0% |
| 30D | -19.0% | -15.9% | -3.1% | -12.4% |
| 3M | -13.1% | -4.4% | -8.7% | -13.3% |
| 6M | -13.3% | -16.6% | +3.3% | -7.2% |
| YTD | -25.2% | -28.5% | +3.3% | -11.4% |
| 1Y | -27.2% | -34.6% | +7.5% | -7.5% |
| All | +47.5% | -3.6% | +51.1% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling