-24.5%
ADSK vs CBOE
+136.7%
-161.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.8% |
| 7D | -2.5% | -5.8% | +3.3% | -1.5% |
| 30D | -14.9% | -3.1% | -11.7% | -14.5% |
| 3M | +3.3% | -4.8% | +8.1% | +3.9% |
| 6M | -15.7% | -0.6% | -15.1% | -16.7% |
| YTD | -28.2% | +12.8% | -41.0% | -30.9% |
| 1Y | -34.5% | +19.8% | -54.3% | -37.8% |
| 3Y | -2.9% | +86.9% | -89.8% | -25.0% |
| All | -24.5% | +136.7% | -161.1% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling