-24.5%
ADSK vs CNH
+8.8%
-33.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -2.5% | -5.7% | +3.2% | -1.3% |
| 30D | -14.9% | +26.6% | -41.4% | -19.9% |
| 3M | +3.3% | +31.1% | -27.8% | -4.2% |
| 6M | -15.7% | +24.9% | -40.5% | -21.8% |
| YTD | -28.2% | +48.7% | -77.0% | -37.7% |
| 1Y | -34.5% | +22.2% | -56.8% | -39.5% |
| 3Y | -2.9% | +7.4% | -10.3% | -9.1% |
| All | -24.5% | +8.8% | -33.3% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling