-26.7%
ADSK vs CF
+222.3%
-249.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.7% |
| 7D | -14.3% | -0.9% | -13.4% | -14.2% |
| 30D | -14.8% | +18.1% | -32.9% | -16.4% |
| 3M | -5.7% | +23.4% | -29.1% | -8.1% |
| 6M | -18.7% | +17.1% | -35.8% | -20.9% |
| YTD | -28.3% | +76.2% | -104.5% | -34.2% |
| 1Y | -35.1% | +62.3% | -97.3% | -39.7% |
| 3Y | -3.2% | +71.8% | -75.0% | -12.1% |
| 5Y | -26.7% | +234.6% | -261.3% | -42.7% |
| All | -26.7% | +222.3% | -249.0% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling