+688.6%
CAT vs ADSK
+255.5%
+433.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.3% |
| 7D | +7.4% | +1.0% | +6.4% | +7.2% |
| 30D | -19.7% | +14.4% | -34.1% | -22.8% |
| 3M | -29.6% | +2.5% | -32.1% | -30.8% |
| 6M | -33.2% | +14.5% | -47.7% | -37.2% |
| YTD | +5.7% | -10.7% | +16.3% | +5.9% |
| 1Y | +9.3% | -11.0% | +20.4% | +9.7% |
| 3Y | +158.3% | +25.9% | +132.5% | +127.1% |
| 5Y | +211.6% | -19.7% | +231.3% | +205.7% |
| All | +688.6% | +255.5% | +433.1% | +367.4% |
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 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