+776.5%
CCL vs ADSK
+4,642.0%
-3,865.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.5% | -1.4% |
| 7D | -4.4% | -14.5% | +10.1% | 0.0% |
| 30D | -18.2% | -19.3% | +1.1% | -13.2% |
| 3M | -17.7% | -7.8% | -9.9% | -16.5% |
| 6M | -13.0% | -20.8% | +7.8% | -8.3% |
| YTD | -24.5% | -30.2% | +5.7% | -17.7% |
| 1Y | -26.9% | -36.5% | +9.5% | -18.1% |
| 3Y | +50.8% | -5.7% | +56.5% | +51.4% |
| 5Y | -0.9% | -28.2% | +27.3% | +8.1% |
| 10Y | -41.7% | +209.1% | -250.8% | -54.4% |
| All | +776.5% | +4,642.0% | -3,865.5% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling