+69.2%
CB vs ADSK
-5.9%
+75.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.5% |
| 7D | -0.5% | -14.5% | +14.0% | +0.7% |
| 30D | -3.1% | -19.3% | +16.2% | -1.5% |
| 3M | +4.2% | -7.8% | +12.0% | +4.4% |
| 6M | +4.7% | -20.8% | +25.5% | +5.8% |
| YTD | +8.8% | -30.2% | +39.0% | +11.3% |
| 1Y | +22.6% | -36.5% | +59.1% | +26.5% |
| All | +69.2% | -5.9% | +75.1% | +65.7% |
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