+4,494.7%
ADSK vs CLX
+2,294.7%
+2,200.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.5% | -2.1% |
| 7D | -14.5% | -4.9% | -9.6% | -13.4% |
| 30D | -19.3% | -15.8% | -3.5% | -15.6% |
| 3M | -7.8% | -7.9% | +0.1% | -5.8% |
| 6M | -20.8% | -19.0% | -1.7% | -16.8% |
| YTD | -30.2% | -7.9% | -22.3% | -29.5% |
| 1Y | -36.5% | -25.4% | -11.1% | -32.3% |
| 3Y | -5.7% | -35.0% | +29.3% | +3.0% |
| 5Y | -28.2% | -36.8% | +8.6% | -22.4% |
| 10Y | +209.1% | -1.4% | +210.6% | +182.3% |
| All | +4,494.7% | +2,294.7% | +2,200.1% | +1,625.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling