+4,619.0%
ADSK vs CNP
+1,848.2%
+2,770.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.9% |
| 7D | -14.3% | +1.6% | -16.0% | -14.6% |
| 30D | -14.8% | -0.8% | -14.0% | -14.7% |
| 3M | -5.7% | -3.6% | -2.1% | -5.1% |
| 6M | -18.7% | -6.9% | -11.7% | -17.7% |
| YTD | -28.3% | +6.4% | -34.7% | -29.6% |
| 1Y | -35.1% | +9.9% | -45.0% | -36.7% |
| 3Y | -3.2% | +53.1% | -56.3% | -12.9% |
| 5Y | -26.7% | +72.0% | -98.7% | -35.7% |
| 10Y | +208.4% | +131.5% | +76.9% | +147.4% |
| All | +4,619.0% | +1,848.2% | +2,770.8% | +2,082.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling