-10.2%
ADSK vs CF
+35.9%
-46.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.4% | +11.4% | +7.0% |
| 7D | +11.4% | -6.9% | +18.3% | +11.3% |
| 30D | +21.9% | -3.7% | +25.6% | +21.8% |
| 3M | +13.9% | -5.0% | +18.8% | +13.7% |
| 6M | +9.1% | -10.5% | +19.6% | +8.9% |
| YTD | -8.8% | +46.5% | -55.3% | -5.4% |
| 1Y | -10.2% | +34.8% | -45.0% | -3.5% |
| All | -10.2% | +35.9% | -46.1% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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