-2.9%
ADSK vs CBOE
+89.1%
-92.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.3% |
| 7D | -2.5% | -5.8% | +3.3% | -2.6% |
| 30D | -14.9% | -3.1% | -11.7% | -14.9% |
| 3M | +3.3% | -4.8% | +8.1% | +3.1% |
| 6M | -15.7% | -0.6% | -15.1% | -15.7% |
| YTD | -28.2% | +12.8% | -41.0% | -26.7% |
| 1Y | -34.5% | +19.8% | -54.3% | -32.5% |
| 3Y | -2.9% | +86.9% | -89.8% | -1.7% |
| All | -2.9% | +89.1% | -92.0% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling