+25.9%
ADSK vs CFG
+191.5%
-165.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +1.0% | +3.2% | -2.2% | 0.0% |
| 30D | +14.4% | +5.1% | +9.3% | +12.7% |
| 3M | +2.5% | -11.2% | +13.7% | +6.2% |
| 6M | +14.5% | +9.6% | +4.9% | +10.4% |
| YTD | -10.7% | +15.0% | -25.6% | -16.0% |
| 1Y | -11.0% | +29.9% | -40.9% | -20.2% |
| 3Y | +25.9% | +192.1% | -166.2% | -20.3% |
| All | +25.9% | +191.5% | -165.7% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling