+5,682.0%
ADSK vs CMS
+471.9%
+5,210.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.7% | -1.1% | -2.6% | -3.4% |
| 30D | +11.3% | +6.6% | +4.8% | +9.5% |
| 3M | +3.3% | +0.8% | +2.5% | +3.1% |
| 6M | +10.1% | -3.3% | +13.5% | +10.9% |
| YTD | -12.2% | +2.7% | -14.9% | -13.2% |
| 1Y | -13.9% | -4.0% | -9.8% | -13.4% |
| 3Y | +23.5% | +37.6% | -14.1% | +11.8% |
| 5Y | -20.0% | +35.4% | -55.5% | -27.7% |
| 10Y | +252.3% | +136.0% | +116.3% | +172.6% |
| All | +5,682.0% | +471.9% | +5,210.1% | +3,231.4% |
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