+208.4%
ADSK vs CSGP
+41.1%
+167.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.6% |
| 7D | -14.3% | -5.1% | -9.2% | -11.7% |
| 30D | -14.8% | +0.3% | -15.1% | -15.4% |
| 3M | -5.7% | -9.1% | +3.4% | -1.4% |
| 6M | -18.7% | -37.3% | +18.6% | +3.8% |
| YTD | -28.3% | -54.9% | +26.6% | +7.8% |
| 1Y | -35.1% | -65.5% | +30.5% | +12.8% |
| 3Y | -3.2% | -63.3% | +60.1% | +54.2% |
| 5Y | -26.7% | -65.8% | +39.1% | +17.9% |
| 10Y | +208.4% | +40.1% | +168.3% | +105.7% |
| All | +208.4% | +41.1% | +167.3% | +105.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling