+25,808.1%
CAT vs ADSK
+4,900.9%
+20,907.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.3% | +10.0% | +3.6% |
| 7D | +1.7% | -16.4% | +18.1% | +5.7% |
| 30D | -6.6% | -9.2% | +2.7% | -4.9% |
| 3M | -13.3% | -6.7% | -6.6% | -13.1% |
| 6M | +11.6% | -15.5% | +27.1% | +13.5% |
| YTD | +42.9% | -26.4% | +69.3% | +49.3% |
| 1Y | +95.4% | -31.9% | +127.3% | +107.5% |
| 3Y | +196.6% | -1.0% | +197.5% | +186.5% |
| 5Y | +321.7% | -24.5% | +346.2% | +320.2% |
| 10Y | +1,140.8% | +220.4% | +920.4% | +770.3% |
| All | +25,808.1% | +4,900.9% | +20,907.2% | +9,703.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling