-3.3%
ADSK vs CG
+44.6%
-47.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +3.2% |
| 7D | -10.9% | -9.8% | -1.1% | -7.7% |
| 30D | -15.9% | -10.3% | -5.6% | -12.7% |
| 3M | -4.4% | -1.7% | -2.7% | -4.3% |
| 6M | -16.6% | -9.8% | -6.8% | -14.4% |
| YTD | -28.5% | -25.6% | -2.9% | -21.7% |
| 1Y | -34.6% | -32.5% | -2.1% | -26.2% |
| All | -3.3% | +44.6% | -47.9% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling