-34.5%
ADSK vs CRL
+80.5%
-115.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.6% | -0.1% |
| 7D | -2.5% | -3.5% | +1.0% | -1.6% |
| 30D | -14.9% | -2.1% | -12.7% | -14.4% |
| 3M | +3.3% | +48.0% | -44.6% | -7.1% |
| 6M | -15.7% | +64.7% | -80.4% | -26.4% |
| YTD | -28.2% | +39.5% | -67.7% | -34.7% |
| 1Y | -34.5% | +74.2% | -108.7% | -41.8% |
| All | -34.5% | +80.5% | -115.1% | -41.8% |
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