-31.9%
ADSK vs CFG
+40.4%
-72.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.1% | -8.2% | -8.3% |
| 7D | -16.4% | +1.5% | -17.9% | -16.5% |
| 30D | -9.2% | -3.8% | -5.4% | -8.9% |
| 3M | -6.7% | +11.5% | -18.2% | -8.0% |
| 6M | -15.5% | +19.2% | -34.7% | -17.9% |
| YTD | -26.4% | +23.7% | -50.1% | -29.6% |
| 1Y | -31.9% | +38.8% | -70.7% | -37.7% |
| All | -31.9% | +40.4% | -72.3% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling