+1,123.7%
CAT vs ADSK
+221.0%
+902.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.9% |
| 7D | +0.6% | -10.9% | +11.5% | +3.6% |
| 30D | -4.5% | -15.9% | +11.3% | -0.4% |
| 3M | -5.8% | -4.4% | -1.4% | -6.3% |
| 6M | +12.7% | -16.6% | +29.4% | +15.8% |
| YTD | +41.4% | -28.5% | +69.9% | +51.4% |
| 1Y | +92.1% | -34.6% | +126.7% | +111.4% |
| 3Y | +197.5% | -3.5% | +200.9% | +183.1% |
| 5Y | +327.9% | -25.6% | +353.5% | +324.4% |
| All | +1,123.7% | +221.0% | +902.7% | +602.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling