-3.3%
ADSK vs CHRW
+87.9%
-91.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.2% |
| 7D | -10.9% | +4.4% | -15.3% | -11.4% |
| 30D | -15.9% | +5.5% | -21.4% | -16.5% |
| 3M | -4.4% | -17.3% | +12.9% | -2.5% |
| 6M | -16.6% | -12.7% | -4.0% | -16.1% |
| YTD | -28.5% | -4.1% | -24.4% | -29.2% |
| 1Y | -34.6% | +21.2% | -55.9% | -37.6% |
| All | -3.3% | +87.9% | -91.1% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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