-2.9%
ADSK vs CAG
-39.7%
+36.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -2.5% | -5.7% | +3.2% | -2.0% |
| 30D | -14.9% | -2.4% | -12.5% | -14.7% |
| 3M | +3.3% | +9.8% | -6.5% | +2.8% |
| 6M | -15.7% | -10.8% | -4.8% | -15.6% |
| YTD | -28.2% | -10.8% | -17.4% | -28.2% |
| 1Y | -34.5% | -19.0% | -15.6% | -34.1% |
| 3Y | -2.9% | -39.7% | +36.8% | -1.4% |
| All | -2.9% | -39.7% | +36.8% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling