+92.1%
CAT vs ADSK
-35.0%
+127.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -0.6% |
| 7D | +0.6% | -10.9% | +11.5% | -2.7% |
| 30D | -4.5% | -15.9% | +11.3% | -9.0% |
| 3M | -5.8% | -4.4% | -1.4% | -4.6% |
| 6M | +12.7% | -16.6% | +29.4% | +12.1% |
| YTD | +41.4% | -28.5% | +69.9% | +37.3% |
| 1Y | +92.1% | -34.6% | +126.7% | +88.4% |
| All | +92.1% | -35.0% | +127.0% | +88.4% |
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