-20.5%
ADSK vs CSGP
-63.2%
+42.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.7% | +1.9% | -0.5% |
| 7D | +4.9% | +1.3% | +3.6% | +4.3% |
| 30D | +11.3% | +10.7% | +0.7% | +4.5% |
| 3M | +7.9% | +3.3% | +4.7% | +4.5% |
| 6M | +7.7% | -10.3% | +18.0% | +11.4% |
| YTD | -11.6% | -54.6% | +43.0% | +25.6% |
| 1Y | -11.2% | -54.6% | +43.4% | +25.9% |
| 3Y | +29.6% | -60.3% | +89.9% | +85.9% |
| All | -20.5% | -63.2% | +42.7% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling