-24.5%
ADSK vs CTAS
+107.2%
-131.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | -0.7% |
| 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% | -4.3% |
| 6M | -15.7% | +2.1% | -17.8% | -17.4% |
| YTD | -28.2% | +8.0% | -36.2% | -32.7% |
| 1Y | -34.5% | -0.5% | -34.1% | -34.9% |
| 3Y | -2.9% | +66.2% | -69.1% | -43.3% |
| All | -24.5% | +107.2% | -131.7% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling