+641.5%
ADSK vs CBOE
+1,003.5%
-362.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.9% |
| 7D | -10.9% | -3.7% | -7.2% | -9.9% |
| 30D | -15.9% | +2.0% | -17.9% | -16.6% |
| 3M | -4.4% | -4.2% | -0.1% | -3.7% |
| 6M | -16.6% | +1.2% | -17.8% | -18.4% |
| YTD | -28.5% | +15.4% | -43.9% | -33.1% |
| 1Y | -34.6% | +23.5% | -58.1% | -40.4% |
| 3Y | -3.5% | +93.2% | -96.6% | -27.6% |
| 5Y | -25.6% | +142.0% | -167.6% | -49.4% |
| 10Y | +216.6% | +379.2% | -162.6% | +58.6% |
| All | +641.5% | +1,003.5% | -362.1% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling