+215.4%
ADSK vs CLX
-3.7%
+219.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -2.5% | -5.7% | +3.2% | -1.5% |
| 30D | -14.9% | -17.0% | +2.1% | -12.1% |
| 3M | +3.3% | -9.7% | +13.0% | +5.2% |
| 6M | -15.7% | -19.8% | +4.2% | -12.7% |
| YTD | -28.2% | -9.8% | -18.4% | -27.5% |
| 1Y | -34.5% | -26.2% | -8.4% | -31.6% |
| 3Y | -2.9% | -36.2% | +33.3% | +3.4% |
| 5Y | -25.3% | -38.3% | +13.0% | -21.5% |
| All | +215.4% | -3.7% | +219.0% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling