+4,745.6%
ADSK vs CP
+7,669.4%
-2,923.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.3% | -8.6% | -8.4% |
| 7D | -16.4% | -2.7% | -13.7% | -15.4% |
| 30D | -9.2% | +0.2% | -9.4% | -9.4% |
| 3M | -6.7% | +2.6% | -9.3% | -7.9% |
| 6M | -15.5% | +6.0% | -21.5% | -18.3% |
| YTD | -26.4% | +24.9% | -51.3% | -34.2% |
| 1Y | -31.9% | +20.1% | -52.0% | -38.2% |
| 3Y | -1.0% | +16.4% | -17.4% | -10.2% |
| 5Y | -24.5% | +31.7% | -56.3% | -35.5% |
| 10Y | +220.4% | +223.9% | -3.5% | +84.9% |
| All | +4,745.6% | +7,669.4% | -2,923.9% | +769.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling