+608.9%
ADSK vs CF
+5,449.8%
-4,840.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.9% |
| 7D | +3.1% | +4.8% | -1.7% | +1.7% |
| 30D | +10.5% | +9.7% | +0.8% | +7.7% |
| 3M | +1.6% | +1.2% | +0.3% | +0.6% |
| 6M | +6.4% | +7.4% | -1.0% | +3.1% |
| YTD | -12.1% | +60.5% | -72.7% | -24.8% |
| 1Y | -12.9% | +50.7% | -63.7% | -24.3% |
| 3Y | +23.5% | +64.8% | -41.3% | +2.4% |
| 5Y | -18.9% | +115.8% | -134.6% | -40.7% |
| 10Y | +253.9% | +481.0% | -227.1% | +81.9% |
| All | +608.9% | +5,449.8% | -4,840.9% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling