-25.6%
ADSK vs CPB
-40.6%
+15.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | +2.8% |
| 7D | -10.9% | -5.4% | -5.5% | -10.5% |
| 30D | -15.9% | -7.8% | -8.1% | -15.3% |
| 3M | -4.4% | -6.9% | +2.6% | -3.9% |
| 6M | -16.6% | -12.2% | -4.4% | -16.1% |
| YTD | -28.5% | -21.1% | -7.4% | -27.8% |
| 1Y | -34.6% | -33.5% | -1.1% | -33.7% |
| 3Y | -3.5% | -43.2% | +39.7% | -2.3% |
| 5Y | -25.6% | -40.9% | +15.3% | -22.6% |
| All | -25.6% | -40.6% | +15.0% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling