-32.5%
CBRS vs ADSK
-5.2%
-27.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -8.3% | +18.6% | +3.5% |
| 7D | +17.3% | -16.4% | +33.7% | +2.5% |
| 30D | -2.0% | -9.2% | +7.2% | -7.0% |
| 3M | -2.5% | -6.7% | +4.3% | -4.4% |
| All | -32.5% | -5.2% | -27.3% | -33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling