+259.5%
ADSK vs CNH
+106.0%
+153.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +1.0% | +3.0% | -2.0% | -0.2% |
| 30D | +14.4% | -0.6% | +15.0% | +14.2% |
| 3M | +2.5% | +14.6% | -12.1% | -3.9% |
| 6M | +14.5% | +11.8% | +2.7% | +6.5% |
| YTD | -10.7% | +30.4% | -41.1% | -23.4% |
| 1Y | -11.0% | +19.1% | -30.1% | -21.1% |
| 3Y | +25.9% | +30.2% | -4.3% | +2.2% |
| 5Y | -19.7% | -17.8% | -1.9% | -22.9% |
| All | +259.5% | +106.0% | +153.5% | +110.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling