-2.9%
ADSK vs CHD
+0.7%
-3.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.4% |
| 7D | -2.5% | -4.5% | +1.9% | -2.1% |
| 30D | -14.9% | -6.7% | -8.2% | -14.4% |
| 3M | +3.3% | -2.7% | +6.0% | +3.7% |
| 6M | -15.7% | -4.9% | -10.7% | -15.2% |
| YTD | -28.2% | +13.3% | -41.6% | -28.2% |
| 1Y | -34.5% | +1.0% | -35.6% | -34.3% |
| 3Y | -2.9% | +1.3% | -4.2% | -1.4% |
| All | -2.9% | +0.7% | -3.6% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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