+215.4%
ADSK vs CNP
+137.0%
+78.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | -1.4% | -1.1% | -2.1% |
| 30D | -14.9% | -2.9% | -11.9% | -14.0% |
| 3M | +3.3% | -7.5% | +10.9% | +6.0% |
| 6M | -15.7% | -7.9% | -7.8% | -13.6% |
| YTD | -28.2% | +3.7% | -32.0% | -29.9% |
| 1Y | -34.5% | +4.6% | -39.2% | -36.4% |
| 3Y | -2.9% | +49.1% | -52.0% | -19.0% |
| 5Y | -25.3% | +69.2% | -94.6% | -40.9% |
| All | +215.4% | +137.0% | +78.4% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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