-31.9%
ADSK vs CSGP
-64.9%
+33.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.4% | -5.8% | -7.2% |
| 7D | -16.4% | -4.1% | -12.3% | -14.8% |
| 30D | -9.2% | +2.3% | -11.5% | -10.6% |
| 3M | -6.7% | -8.2% | +1.4% | -4.3% |
| 6M | -15.5% | -35.1% | +19.6% | -2.6% |
| YTD | -26.4% | -54.0% | +27.6% | -6.3% |
| 1Y | -31.9% | -65.3% | +33.4% | -6.9% |
| All | -31.9% | -64.9% | +33.0% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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