+251.7%
CB vs ADSK
+255.5%
-3.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.7% |
| 7D | +2.9% | +1.0% | +1.9% | +2.7% |
| 30D | +7.3% | +14.4% | -7.1% | +4.7% |
| 3M | +9.4% | +2.5% | +6.9% | +8.5% |
| 6M | +19.6% | +14.5% | +5.2% | +15.9% |
| YTD | +21.5% | -10.7% | +32.2% | +22.4% |
| 1Y | +28.0% | -11.0% | +39.0% | +29.0% |
| 3Y | +74.9% | +25.9% | +49.0% | +61.9% |
| 5Y | +108.1% | -19.7% | +127.8% | +106.2% |
| All | +251.7% | +255.5% | -3.9% | +165.8% |
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