+1,771.0%
ADSK vs CHRW
+4,244.2%
-2,473.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.2% |
| 7D | -14.3% | +1.9% | -16.3% | -15.0% |
| 30D | -14.8% | +0.9% | -15.7% | -15.2% |
| 3M | -5.7% | -19.9% | +14.2% | +0.7% |
| 6M | -18.7% | -15.8% | -2.9% | -15.4% |
| YTD | -28.3% | -5.6% | -22.7% | -29.2% |
| 1Y | -35.1% | +21.0% | -56.1% | -42.3% |
| 3Y | -3.2% | +86.0% | -89.2% | -30.0% |
| 5Y | -26.7% | +88.6% | -115.3% | -48.0% |
| 10Y | +208.4% | +169.3% | +39.1% | +84.4% |
| All | +1,771.0% | +4,244.2% | -2,473.1% | +344.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling