-24.2%
ADSK vs CSGP
-64.7%
+40.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.4% | -5.8% | -7.1% |
| 7D | -16.4% | -4.1% | -12.3% | -14.6% |
| 30D | -9.2% | +2.3% | -11.5% | -10.7% |
| 3M | -6.7% | -8.2% | +1.4% | -3.4% |
| 6M | -15.5% | -35.1% | +19.6% | +3.1% |
| YTD | -26.4% | -54.0% | +27.6% | +4.8% |
| 1Y | -31.9% | -65.3% | +33.4% | +11.1% |
| 3Y | -1.0% | -62.6% | +61.6% | +48.5% |
| All | -24.2% | -64.7% | +40.5% | +4.4% |
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