-2.9%
ADSK vs CLBK
+52.2%
-55.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.5% | -1.5% | -1.1% | -2.1% |
| 30D | -14.9% | -1.0% | -13.8% | -14.6% |
| 3M | +3.3% | +22.9% | -19.6% | -2.8% |
| 6M | -15.7% | +44.2% | -59.9% | -24.4% |
| YTD | -28.2% | +64.0% | -92.2% | -38.4% |
| 1Y | -34.5% | +65.7% | -100.2% | -44.1% |
| 3Y | -2.9% | +54.1% | -57.0% | -17.3% |
| All | -2.9% | +52.2% | -55.1% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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