+23.8%
ADSK vs CMS
+37.7%
-14.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.7% | -1.1% | -2.6% | -3.7% |
| 30D | +11.3% | +6.6% | +4.8% | +11.3% |
| 3M | +3.3% | +0.8% | +2.5% | +3.2% |
| 6M | +10.1% | -3.3% | +13.5% | +10.3% |
| YTD | -12.2% | +2.7% | -14.9% | -12.4% |
| 1Y | -13.9% | -4.0% | -9.8% | -13.7% |
| All | +23.8% | +37.7% | -14.0% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling