-1.4%
ADSK vs CF
+77.0%
-78.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.2% | -5.0% | -8.0% |
| 7D | -16.4% | +6.0% | -22.4% | -16.9% |
| 30D | -9.2% | +14.8% | -24.1% | -10.5% |
| 3M | -6.7% | +14.1% | -20.8% | -8.1% |
| 6M | -15.5% | +28.5% | -44.0% | -18.8% |
| YTD | -26.4% | +74.9% | -101.3% | -32.6% |
| 1Y | -31.9% | +61.7% | -93.6% | -36.8% |
| All | -1.4% | +77.0% | -78.4% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling