+4,745.6%
ADSK vs CMS
+457.8%
+4,287.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.2% | -8.1% | -8.2% |
| 7D | -16.4% | +0.4% | -16.8% | -16.5% |
| 30D | -9.2% | -3.6% | -5.6% | -8.4% |
| 3M | -6.7% | -1.9% | -4.8% | -6.4% |
| 6M | -15.5% | -11.0% | -4.5% | -13.2% |
| YTD | -26.4% | +0.2% | -26.6% | -26.8% |
| 1Y | -31.9% | -1.3% | -30.6% | -32.1% |
| 3Y | -1.0% | +35.9% | -36.9% | -10.1% |
| 5Y | -24.5% | +23.1% | -47.6% | -30.1% |
| 10Y | +220.4% | +117.9% | +102.5% | +152.9% |
| All | +4,745.6% | +457.8% | +4,287.8% | +2,709.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling