-2.9%
ADSK vs CAH
+176.8%
-179.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -2.5% | -5.1% | +2.6% | -2.0% |
| 30D | -14.9% | +0.2% | -15.0% | -14.9% |
| 3M | +3.3% | +6.3% | -3.0% | +2.6% |
| 6M | -15.7% | +9.4% | -25.0% | -16.6% |
| YTD | -28.2% | +15.0% | -43.2% | -29.7% |
| 1Y | -34.5% | +55.4% | -90.0% | -39.7% |
| 3Y | -2.9% | +173.8% | -176.7% | -20.5% |
| All | -2.9% | +176.8% | -179.7% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling