-28.0%
ADSK vs CAI
-9.9%
-18.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.2% |
| 7D | -2.5% | -2.9% | +0.4% | -2.2% |
| 30D | -14.9% | +9.3% | -24.2% | -15.9% |
| 3M | +3.3% | +35.2% | -31.9% | -0.8% |
| 6M | -15.7% | +30.7% | -46.4% | -19.2% |
| YTD | -28.2% | -9.8% | -18.5% | -29.6% |
| 1Y | -34.5% | -28.9% | -5.7% | -35.3% |
| All | -28.0% | -9.9% | -18.2% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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