+2,401.2%
ADSK vs CRL
+1,327.4%
+1,073.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -2.3% |
| 7D | -14.5% | -4.6% | -9.9% | -12.9% |
| 30D | -19.3% | +0.5% | -19.8% | -19.5% |
| 3M | -7.8% | +46.6% | -54.4% | -20.9% |
| 6M | -20.8% | +57.3% | -78.0% | -34.6% |
| YTD | -30.2% | +39.5% | -69.7% | -39.9% |
| 1Y | -36.5% | +76.9% | -113.3% | -50.6% |
| 3Y | -5.7% | +39.4% | -45.1% | -25.6% |
| 5Y | -28.2% | -37.2% | +9.0% | -23.8% |
| 10Y | +209.1% | +253.4% | -44.3% | +68.5% |
| All | +2,401.2% | +1,327.4% | +1,073.7% | +903.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling