-3.3%
ADSK vs CPB
-43.2%
+39.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | +2.9% |
| 7D | -10.9% | -5.4% | -5.5% | -10.3% |
| 30D | -15.9% | -7.8% | -8.1% | -15.1% |
| 3M | -4.4% | -6.9% | +2.6% | -3.7% |
| 6M | -16.6% | -12.2% | -4.4% | -16.0% |
| YTD | -28.5% | -21.1% | -7.4% | -27.7% |
| 1Y | -34.6% | -33.5% | -1.1% | -33.7% |
| All | -3.3% | -43.2% | +39.9% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling