+375.1%
ADSK vs CFG
+361.3%
+13.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +1.0% | +3.2% | -2.2% | -0.1% |
| 30D | +14.4% | +5.1% | +9.3% | +12.4% |
| 3M | +2.5% | -11.2% | +13.7% | +6.7% |
| 6M | +14.5% | +9.6% | +4.9% | +10.1% |
| YTD | -10.7% | +15.0% | -25.6% | -16.1% |
| 1Y | -11.0% | +29.9% | -40.9% | -20.1% |
| 3Y | +25.9% | +192.1% | -166.2% | -17.6% |
| 5Y | -19.7% | +62.3% | -82.0% | -36.7% |
| 10Y | +258.2% | +219.2% | +39.1% | +91.6% |
| All | +375.1% | +361.3% | +13.8% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling