+5.6%
CDE vs ADSK
-10.6%
+16.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +7.0% | +1.7% | +8.3% |
| 7D | +1.1% | +11.4% | -10.3% | +0.7% |
| 30D | -14.5% | +21.9% | -36.4% | -15.4% |
| 3M | -10.1% | +13.9% | -23.9% | -10.0% |
| 6M | -16.9% | +9.1% | -26.0% | -15.2% |
| YTD | -18.1% | -8.8% | -9.4% | -5.5% |
| 1Y | +5.6% | -10.2% | +15.8% | +25.1% |
| All | +5.6% | -10.6% | +16.3% | +25.1% |
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 · 6 months rolling