-2.9%
ADSK vs CRBG
+122.1%
-125.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | 0.0% |
| 7D | -2.5% | +0.6% | -3.1% | -2.7% |
| 30D | -14.9% | +2.6% | -17.5% | -15.5% |
| 3M | +3.3% | +24.0% | -20.7% | -3.1% |
| 6M | -15.7% | +50.5% | -66.2% | -25.9% |
| YTD | -28.2% | +17.1% | -45.4% | -32.1% |
| 1Y | -34.5% | +5.9% | -40.4% | -36.3% |
| 3Y | -2.9% | +122.7% | -125.6% | -20.8% |
| All | -2.9% | +122.1% | -125.0% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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