+7,264.7%
CB vs ADSK
+5,392.2%
+1,872.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | 0.0% | -3.6% | +3.6% | +0.7% |
| 30D | +7.4% | +12.6% | -5.2% | +5.1% |
| 3M | +8.6% | +4.0% | +4.6% | +7.4% |
| 6M | +16.1% | +10.5% | +5.7% | +13.3% |
| YTD | +20.2% | -12.3% | +32.5% | +21.3% |
| 1Y | +27.2% | -14.0% | +41.2% | +28.7% |
| 3Y | +72.7% | +23.2% | +49.5% | +61.9% |
| 5Y | +105.9% | -21.2% | +127.1% | +103.3% |
| 10Y | +248.1% | +251.6% | -3.5% | +154.7% |
| All | +7,264.7% | +5,392.2% | +1,872.5% | +3,148.9% |
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