-89.7%
CDE vs ADSK
+4,774.6%
-4,864.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -3.1% | -2.5% | -0.6% | -2.7% |
| 30D | +9.5% | -14.9% | +24.3% | +12.6% |
| 3M | +25.5% | +3.3% | +22.2% | +24.0% |
| 6M | -7.9% | -15.7% | +7.8% | -6.2% |
| YTD | +15.6% | -28.2% | +43.8% | +21.3% |
| 1Y | +34.0% | -34.5% | +68.6% | +43.1% |
| 3Y | +791.9% | -2.9% | +794.8% | +787.3% |
| 5Y | +197.7% | -25.3% | +223.1% | +206.2% |
| 10Y | +55.0% | +217.8% | -162.7% | +28.5% |
| All | -89.7% | +4,774.6% | -4,864.3% | -92.2% |
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