-28.2%
ADSK vs CP
+30.0%
-58.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -2.1% |
| 7D | -14.5% | +0.6% | -15.1% | -14.8% |
| 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% | -24.1% |
| YTD | -30.2% | +22.9% | -53.0% | -37.9% |
| 1Y | -36.5% | +21.3% | -57.8% | -43.2% |
| 3Y | -5.7% | +20.4% | -26.1% | -17.9% |
| 5Y | -28.2% | +34.9% | -63.1% | -42.3% |
| All | -28.2% | +30.0% | -58.2% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling