+333.5%
CAT vs ADSK
-28.4%
+362.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.4% |
| 7D | +2.9% | -14.5% | +17.5% | +5.4% |
| 30D | -2.6% | -19.3% | +16.7% | +0.6% |
| 3M | -10.7% | -7.8% | -2.9% | -10.3% |
| 6M | +16.1% | -20.8% | +36.9% | +19.9% |
| YTD | +43.2% | -30.2% | +73.4% | +52.1% |
| 1Y | +96.8% | -36.5% | +133.3% | +114.1% |
| 3Y | +201.4% | -5.7% | +207.1% | +191.4% |
| All | +333.5% | -28.4% | +362.0% | +302.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling