+215.4%
ADSK vs CPB
-45.3%
+260.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.5% | -1.8% | -0.7% | -2.4% |
| 30D | -14.9% | -7.1% | -7.8% | -14.3% |
| 3M | +3.3% | -6.0% | +9.4% | +3.9% |
| 6M | -15.7% | -5.3% | -10.4% | -15.3% |
| YTD | -28.2% | -20.8% | -7.4% | -27.1% |
| 1Y | -34.5% | -33.8% | -0.7% | -32.8% |
| 3Y | -2.9% | -43.7% | +40.8% | +0.2% |
| 5Y | -25.3% | -40.7% | +15.4% | -23.6% |
| All | +215.4% | -45.3% | +260.7% | +233.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling