-24.5%
ADSK vs CG
-2.7%
-21.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.2% |
| 7D | -2.5% | -9.9% | +7.3% | +2.2% |
| 30D | -14.9% | -11.7% | -3.2% | -9.9% |
| 3M | +3.3% | -4.3% | +7.6% | +4.6% |
| 6M | -15.7% | -8.8% | -6.9% | -13.3% |
| YTD | -28.2% | -26.9% | -1.4% | -18.6% |
| 1Y | -34.5% | -35.4% | +0.9% | -21.6% |
| 3Y | -2.9% | +43.0% | -45.9% | -29.8% |
| All | -24.5% | -2.7% | -21.8% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling