+214.2%
ADSK vs CP
+230.5%
-16.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +3.2% |
| 7D | -10.9% | -2.7% | -8.2% | -9.5% |
| 30D | -15.9% | -3.4% | -12.5% | -14.3% |
| 3M | -4.4% | -0.6% | -3.7% | -4.2% |
| 6M | -16.6% | +6.3% | -22.9% | -20.4% |
| YTD | -28.5% | +21.2% | -49.7% | -37.4% |
| 1Y | -34.6% | +20.0% | -54.7% | -42.7% |
| 3Y | -3.5% | +18.7% | -22.2% | -17.2% |
| 5Y | -25.6% | +34.8% | -60.4% | -42.1% |
| All | +214.2% | +230.5% | -16.3% | +36.3% |
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