+214.2%
ADSK vs CMS
+120.6%
+93.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | -10.9% | -1.3% | -9.6% | -10.5% |
| 30D | -15.9% | -2.8% | -13.1% | -15.2% |
| 3M | -4.4% | -7.1% | +2.8% | -2.3% |
| 6M | -16.6% | -10.0% | -6.6% | -14.3% |
| YTD | -28.5% | -0.9% | -27.6% | -28.8% |
| 1Y | -34.6% | -2.0% | -32.6% | -34.8% |
| 3Y | -3.5% | +33.0% | -36.5% | -14.7% |
| 5Y | -25.6% | +24.3% | -49.9% | -33.3% |
| All | +214.2% | +120.6% | +93.6% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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