+201.6%
CAT vs ADSK
-5.9%
+207.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.6% |
| 7D | +2.9% | -14.5% | +17.5% | +4.2% |
| 30D | -2.6% | -19.3% | +16.7% | -1.0% |
| 3M | -10.7% | -7.8% | -2.9% | -10.3% |
| 6M | +16.1% | -20.8% | +36.9% | +20.1% |
| YTD | +43.2% | -30.2% | +73.4% | +53.8% |
| 1Y | +96.8% | -36.5% | +133.3% | +118.5% |
| All | +201.6% | -5.9% | +207.5% | +174.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling