+4,619.0%
ADSK vs CPB
+333.3%
+4,285.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -3.0% |
| 7D | -14.3% | -8.2% | -6.1% | -12.6% |
| 30D | -14.8% | -5.6% | -9.2% | -13.7% |
| 3M | -5.7% | +3.0% | -8.7% | -6.4% |
| 6M | -18.7% | -12.7% | -6.0% | -16.4% |
| YTD | -28.3% | -18.0% | -10.3% | -25.4% |
| 1Y | -35.1% | -31.7% | -3.3% | -29.7% |
| 3Y | -3.2% | -41.0% | +37.8% | +6.5% |
| 5Y | -26.7% | -38.4% | +11.7% | -21.5% |
| 10Y | +208.4% | -45.0% | +253.4% | +225.7% |
| All | +4,619.0% | +333.3% | +4,285.7% | +2,488.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling