+209.1%
ADSK vs CF
+599.7%
-390.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -3.3% |
| 7D | -14.5% | -0.8% | -13.7% | -14.3% |
| 30D | -19.3% | +14.3% | -33.6% | -21.9% |
| 3M | -7.8% | +27.9% | -35.6% | -13.3% |
| 6M | -20.8% | +25.5% | -46.3% | -26.3% |
| YTD | -30.2% | +81.2% | -111.4% | -41.1% |
| 1Y | -36.5% | +66.5% | -103.0% | -45.4% |
| 3Y | -5.7% | +76.7% | -82.4% | -22.0% |
| 5Y | -28.2% | +237.8% | -266.0% | -54.5% |
| 10Y | +209.1% | +619.9% | -410.7% | +58.1% |
| All | +209.1% | +599.7% | -390.6% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling