+215.4%
ADSK vs CTAS
+687.6%
-472.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | -0.6% |
| 7D | -2.5% | +0.5% | -3.0% | -2.9% |
| 30D | -14.9% | -0.7% | -14.1% | -14.5% |
| 3M | +3.3% | +11.1% | -7.8% | -3.6% |
| 6M | -15.7% | +2.1% | -17.8% | -17.3% |
| YTD | -28.2% | +8.0% | -36.2% | -32.3% |
| 1Y | -34.5% | -0.5% | -34.1% | -35.0% |
| 3Y | -2.9% | +66.2% | -69.1% | -34.1% |
| 5Y | -25.3% | +109.2% | -134.5% | -56.2% |
| All | +215.4% | +687.6% | -472.2% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling