+95.4%
CAT vs ADSK
-31.6%
+127.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.3% | +10.0% | -0.8% |
| 7D | +1.7% | -16.4% | +18.1% | -3.6% |
| 30D | -6.6% | -9.2% | +2.7% | -8.7% |
| 3M | -13.3% | -6.7% | -6.6% | -12.4% |
| 6M | +11.6% | -15.5% | +27.1% | +11.8% |
| YTD | +42.9% | -26.4% | +69.3% | +40.2% |
| 1Y | +95.4% | -31.9% | +127.3% | +92.4% |
| All | +95.4% | -31.6% | +127.0% | +92.4% |
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