+215.4%
ADSK vs CFG
+316.8%
-101.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | -2.5% | -0.4% | -2.1% | -2.4% |
| 30D | -14.9% | -4.6% | -10.2% | -13.6% |
| 3M | +3.3% | +6.7% | -3.3% | +0.8% |
| 6M | -15.7% | +22.1% | -37.8% | -21.9% |
| YTD | -28.2% | +23.2% | -51.4% | -34.0% |
| 1Y | -34.5% | +40.3% | -74.8% | -42.7% |
| 3Y | -2.9% | +187.9% | -190.8% | -35.5% |
| 5Y | -25.3% | +102.0% | -127.3% | -45.0% |
| All | +215.4% | +316.8% | -101.5% | +60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling