+259.5%
ADSK vs CP
+257.3%
+2.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | +1.0% | +2.1% | -1.1% | -0.2% |
| 30D | +14.4% | +9.3% | +5.1% | +8.8% |
| 3M | +2.5% | +0.5% | +2.0% | +2.1% |
| 6M | +14.5% | +10.4% | +4.0% | +7.7% |
| YTD | -10.7% | +28.7% | -39.4% | -24.5% |
| 1Y | -11.0% | +33.2% | -44.2% | -26.4% |
| 3Y | +25.9% | +38.4% | -12.6% | -1.6% |
| 5Y | -19.7% | +26.2% | -45.9% | -34.4% |
| All | +259.5% | +257.3% | +2.2% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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