-10.2%
ADSK vs CRL
+85.3%
-95.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -7.3% | +14.3% | +8.3% |
| 7D | +11.4% | -12.8% | +24.2% | +14.0% |
| 30D | +21.9% | +5.0% | +16.9% | +19.1% |
| 3M | +13.9% | +39.4% | -25.5% | +3.2% |
| 6M | +9.1% | +89.4% | -80.2% | -9.6% |
| YTD | -8.8% | +63.6% | -72.3% | -20.7% |
| 1Y | -10.2% | +83.5% | -93.7% | -22.6% |
| All | -10.2% | +85.3% | -95.6% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling