+3,950.6%
ADSK vs CNQ
+5,432.5%
-1,481.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -14.9% | +6.2% | -21.1% | -16.4% |
| 3M | +3.3% | +12.4% | -9.0% | -0.6% |
| 6M | -15.7% | +9.0% | -24.7% | -18.7% |
| YTD | -28.2% | +52.2% | -80.5% | -37.5% |
| 1Y | -34.5% | +65.0% | -99.6% | -44.5% |
| 3Y | -2.9% | +78.8% | -81.7% | -21.3% |
| 5Y | -25.3% | +286.0% | -311.3% | -53.1% |
| 10Y | +217.8% | +420.7% | -202.9% | +60.0% |
| All | +3,950.6% | +5,432.5% | -1,481.9% | +945.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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