+215.4%
ADSK vs CG
+314.7%
-99.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.2% |
| 7D | -2.5% | -9.9% | +7.3% | +2.4% |
| 30D | -14.9% | -11.7% | -3.2% | -9.7% |
| 3M | +3.3% | -4.3% | +7.6% | +4.6% |
| 6M | -15.7% | -8.8% | -6.9% | -13.2% |
| YTD | -28.2% | -26.9% | -1.4% | -18.4% |
| 1Y | -34.5% | -35.4% | +0.9% | -21.4% |
| 3Y | -2.9% | +43.0% | -45.9% | -27.8% |
| 5Y | -25.3% | +1.9% | -27.2% | -36.0% |
| All | +215.4% | +314.7% | -99.4% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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