-25.6%
ADSK vs CNP
+66.3%
-91.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.9% |
| 7D | -10.9% | -2.2% | -8.8% | -10.3% |
| 30D | -15.9% | -2.1% | -13.8% | -15.4% |
| 3M | -4.4% | -7.9% | +3.6% | -2.1% |
| 6M | -16.6% | -8.3% | -8.3% | -14.8% |
| YTD | -28.5% | +3.8% | -32.3% | -30.2% |
| 1Y | -34.6% | +5.9% | -40.5% | -36.8% |
| 3Y | -3.5% | +49.3% | -52.7% | -20.2% |
| 5Y | -25.6% | +69.3% | -94.9% | -39.8% |
| All | -25.6% | +66.3% | -91.9% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling