-28.2%
ADSK vs CFG
+99.7%
-127.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | -14.5% | -0.6% | -13.9% | -14.3% |
| 30D | -19.3% | -4.5% | -14.8% | -18.0% |
| 3M | -7.8% | +6.3% | -14.1% | -10.2% |
| 6M | -20.8% | +20.6% | -41.4% | -26.7% |
| YTD | -30.2% | +21.2% | -51.4% | -35.9% |
| 1Y | -36.5% | +38.2% | -74.6% | -44.7% |
| 3Y | -5.7% | +185.9% | -191.7% | -40.2% |
| 5Y | -28.2% | +97.0% | -125.2% | -46.2% |
| All | -28.2% | +99.7% | -127.8% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling