-34.8%
ADSK vs CNH
+21.3%
-56.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +2.0% |
| 7D | -10.9% | -2.5% | -8.5% | -11.1% |
| 30D | -15.9% | +27.0% | -42.9% | -13.1% |
| 3M | -4.4% | +32.6% | -37.0% | -0.5% |
| 6M | -16.6% | +23.6% | -40.2% | -13.6% |
| YTD | -28.5% | +47.8% | -76.3% | -27.8% |
| All | -34.8% | +21.3% | -56.1% | -30.4% |
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