-2.9%
ADSK vs CNI
+19.7%
-22.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -2.5% | -0.4% | -2.2% | -2.4% |
| 30D | -14.9% | -2.7% | -12.2% | -14.1% |
| 3M | +3.3% | +3.9% | -0.6% | +2.1% |
| 6M | -15.7% | +16.4% | -32.0% | -20.2% |
| YTD | -28.2% | +25.8% | -54.1% | -34.5% |
| 1Y | -34.5% | +32.4% | -66.9% | -41.8% |
| 3Y | -2.9% | +19.1% | -22.0% | -12.6% |
| All | -2.9% | +19.7% | -22.6% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 3y: compounded portfolio wealth divided by compounded CNI 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…
3y analysis · Full analysis span regression · 6 months rolling