-34.5%
ADSK vs CNP
+5.6%
-40.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | -1.4% | -1.1% | -2.8% |
| 30D | -14.9% | -2.9% | -11.9% | -15.4% |
| 3M | +3.3% | -7.5% | +10.9% | +2.1% |
| 6M | -15.7% | -7.9% | -7.8% | -16.4% |
| YTD | -28.2% | +3.7% | -32.0% | -27.3% |
| 1Y | -34.5% | +4.6% | -39.2% | -34.3% |
| All | -34.5% | +5.6% | -40.1% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling