-4.6%
CARR vs ADSK
-31.6%
+27.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.3% | +9.3% | 0.0% |
| 7D | +1.6% | -16.4% | +18.0% | -0.7% |
| 30D | -8.7% | -9.2% | +0.5% | -9.6% |
| 3M | -12.6% | -6.7% | -5.8% | -12.7% |
| 6M | -1.5% | -15.5% | +14.0% | -1.3% |
| YTD | +14.3% | -26.4% | +40.7% | +15.6% |
| 1Y | -4.6% | -31.9% | +27.3% | -2.3% |
| All | -4.6% | -31.6% | +27.0% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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