-24.5%
ADSK vs CAH
+393.5%
-418.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -2.5% | -5.1% | +2.6% | -1.5% |
| 30D | -14.9% | +0.2% | -15.0% | -15.0% |
| 3M | +3.3% | +6.3% | -3.0% | +2.0% |
| 6M | -15.7% | +9.4% | -25.0% | -17.4% |
| YTD | -28.2% | +15.0% | -43.2% | -30.8% |
| 1Y | -34.5% | +55.4% | -90.0% | -42.0% |
| 3Y | -2.9% | +173.8% | -176.7% | -27.9% |
| All | -24.5% | +393.5% | -418.0% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling