+4,605.7%
ADSK vs CRS
+9,585.9%
-4,980.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.1% |
| 7D | -10.9% | -4.1% | -6.8% | -9.8% |
| 30D | -15.9% | -16.6% | +0.7% | -11.3% |
| 3M | -4.4% | -14.3% | +9.9% | -1.2% |
| 6M | -16.6% | +11.6% | -28.2% | -21.8% |
| YTD | -28.5% | +42.6% | -71.1% | -38.5% |
| 1Y | -34.6% | +81.8% | -116.5% | -48.9% |
| 3Y | -3.5% | +632.1% | -635.5% | -54.6% |
| 5Y | -25.6% | +1,401.6% | -1,427.2% | -73.7% |
| 10Y | +216.6% | +1,379.0% | -1,162.4% | -5.3% |
| All | +4,605.7% | +9,585.9% | -4,980.2% | +534.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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