+23.5%
ADSK vs CF
+62.9%
-39.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.4% |
| 7D | +3.1% | +4.8% | -1.7% | +2.7% |
| 30D | +10.5% | +9.7% | +0.8% | +9.7% |
| 3M | +1.6% | +1.2% | +0.3% | +1.3% |
| 6M | +6.4% | +7.4% | -1.0% | +5.3% |
| YTD | -12.1% | +60.5% | -72.7% | -18.6% |
| 1Y | -12.9% | +50.7% | -63.7% | -18.5% |
| 3Y | +23.5% | +64.8% | -41.3% | +9.7% |
| All | +23.5% | +62.9% | -39.4% | +9.7% |
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