-5.5%
ADSK vs CP
+19.7%
-25.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -2.3% |
| 7D | -14.5% | +0.6% | -15.1% | -14.7% |
| 30D | -19.3% | -0.5% | -18.8% | -19.2% |
| 3M | -7.8% | +0.1% | -7.9% | -7.9% |
| 6M | -20.8% | +7.8% | -28.6% | -22.8% |
| YTD | -30.2% | +22.9% | -53.0% | -35.4% |
| 1Y | -36.5% | +21.3% | -57.8% | -41.0% |
| All | -5.5% | +19.7% | -25.2% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling