-31.9%
ADSK vs CPB
-32.6%
+0.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.4% | -4.9% | -7.4% |
| 7D | -16.4% | -8.6% | -7.8% | -14.6% |
| 30D | -9.2% | -7.2% | -2.0% | -7.6% |
| 3M | -6.7% | +0.9% | -7.6% | -6.4% |
| 6M | -15.5% | -11.8% | -3.7% | -14.4% |
| YTD | -26.4% | -19.4% | -7.0% | -24.3% |
| 1Y | -31.9% | -30.4% | -1.5% | -28.4% |
| All | -31.9% | -32.6% | +0.7% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling