-31.9%
ADSK vs CAH
+65.8%
-97.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.7% | -8.3% |
| 7D | -16.4% | +5.4% | -21.8% | -16.3% |
| 30D | -9.2% | +3.3% | -12.5% | -9.1% |
| 3M | -6.7% | +22.8% | -29.5% | -6.3% |
| 6M | -15.5% | +11.3% | -26.8% | -15.2% |
| YTD | -26.4% | +21.1% | -47.5% | -26.4% |
| 1Y | -31.9% | +67.2% | -99.1% | -34.3% |
| All | -31.9% | +65.8% | -97.7% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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