+4,619.0%
ADSK vs CTAS
+23,132.7%
-18,513.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -14.3% | 0.0% | -14.3% | -14.3% |
| 30D | -14.8% | -1.0% | -13.8% | -14.4% |
| 3M | -5.7% | +15.8% | -21.5% | -11.7% |
| 6M | -18.7% | -1.0% | -17.7% | -18.5% |
| YTD | -28.3% | +7.4% | -35.7% | -30.8% |
| 1Y | -35.1% | -0.1% | -34.9% | -35.3% |
| 3Y | -3.2% | +66.3% | -69.5% | -24.0% |
| 5Y | -26.7% | +111.0% | -137.7% | -47.5% |
| 10Y | +208.4% | +662.9% | -454.5% | +28.6% |
| All | +4,619.0% | +23,132.7% | -18,513.7% | +706.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling