-31.9%
ADSK vs CBOE
+29.2%
-61.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | 0.0% | -8.2% | -8.3% |
| 7D | -16.4% | -3.6% | -12.8% | -16.1% |
| 30D | -9.2% | +5.1% | -14.3% | -9.7% |
| 3M | -6.7% | +4.6% | -11.3% | -7.2% |
| 6M | -15.5% | -0.3% | -15.2% | -18.2% |
| YTD | -26.4% | +19.8% | -46.1% | -28.9% |
| 1Y | -31.9% | +28.4% | -60.2% | -34.5% |
| All | -31.9% | +29.2% | -61.1% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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