+4,494.7%
ADSK vs CHD
+9,868.9%
-5,374.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.3% |
| 7D | -14.5% | -4.2% | -10.4% | -13.6% |
| 30D | -19.3% | -7.6% | -11.7% | -17.8% |
| 3M | -7.8% | -1.6% | -6.2% | -7.3% |
| 6M | -20.8% | -6.3% | -14.4% | -19.6% |
| YTD | -30.2% | +14.6% | -44.8% | -32.7% |
| 1Y | -36.5% | +1.6% | -38.1% | -37.1% |
| 3Y | -5.7% | +3.1% | -8.9% | -8.0% |
| 5Y | -28.2% | +21.1% | -49.2% | -33.2% |
| 10Y | +209.1% | +128.6% | +80.5% | +142.6% |
| All | +4,494.7% | +9,868.9% | -5,374.2% | +1,583.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling