-31.9%
ADSK vs CTAS
-1.7%
-30.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.3% | -8.0% | -8.1% |
| 7D | -16.4% | -1.8% | -14.6% | -15.6% |
| 30D | -9.2% | -0.2% | -9.0% | -9.2% |
| 3M | -6.7% | +11.7% | -18.4% | -11.3% |
| 6M | -15.5% | +0.7% | -16.2% | -17.2% |
| YTD | -26.4% | +7.4% | -33.8% | -29.1% |
| 1Y | -31.9% | -2.1% | -29.8% | -35.1% |
| All | -31.9% | -1.7% | -30.1% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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