-34.5%
ADSK vs CAG
-18.8%
-15.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -2.5% | -5.7% | +3.2% | -1.9% |
| 30D | -14.9% | -2.4% | -12.5% | -14.6% |
| 3M | +3.3% | +9.8% | -6.5% | +3.1% |
| 6M | -15.7% | -10.8% | -4.8% | -17.0% |
| YTD | -28.2% | -10.8% | -17.4% | -28.7% |
| 1Y | -34.5% | -19.0% | -15.6% | -35.9% |
| All | -34.5% | -18.8% | -15.8% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling