+430.9%
ADSK vs CG
+323.7%
+107.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -0.9% |
| 7D | -14.5% | -6.4% | -8.1% | -12.0% |
| 30D | -19.3% | -7.1% | -12.3% | -16.7% |
| 3M | -7.8% | -1.6% | -6.2% | -7.8% |
| 6M | -20.8% | -8.3% | -12.4% | -18.7% |
| YTD | -30.2% | -23.8% | -6.4% | -22.8% |
| 1Y | -36.5% | -28.7% | -7.7% | -28.1% |
| 3Y | -5.7% | +49.2% | -54.9% | -28.1% |
| 5Y | -28.2% | +5.5% | -33.7% | -37.6% |
| 10Y | +209.1% | +331.2% | -122.1% | +50.7% |
| All | +430.9% | +323.7% | +107.2% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling