-31.9%
ADSK vs CNH
+29.2%
-61.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +4.0% | -12.3% | -7.6% |
| 7D | -16.4% | +23.3% | -39.7% | -13.8% |
| 30D | -9.2% | +33.5% | -42.7% | -5.5% |
| 3M | -6.7% | +32.7% | -39.5% | -2.9% |
| 6M | -15.5% | +22.2% | -37.7% | -11.8% |
| YTD | -26.4% | +57.7% | -84.1% | -25.1% |
| 1Y | -31.9% | +28.0% | -59.9% | -25.8% |
| All | -31.9% | +29.2% | -61.1% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling