+99.4%
CB vs ADSK
-28.7%
+128.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.6% |
| 7D | -0.5% | -14.5% | +14.0% | +1.2% |
| 30D | -3.1% | -19.3% | +16.2% | -0.9% |
| 3M | +4.2% | -7.8% | +12.0% | +4.7% |
| 6M | +4.7% | -20.8% | +25.5% | +6.8% |
| YTD | +8.8% | -30.2% | +39.0% | +12.5% |
| 1Y | +22.6% | -36.5% | +59.1% | +28.1% |
| 3Y | +70.6% | -5.7% | +76.4% | +67.8% |
| 5Y | +99.4% | -28.2% | +127.6% | +94.5% |
| All | +99.4% | -28.7% | +128.1% | +94.5% |
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 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