+604.3%
CEG vs ADSK
-16.3%
+620.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -4.8% | -2.5% | -2.2% | -4.2% |
| 30D | +2.3% | -14.9% | +17.2% | +6.2% |
| 3M | +15.6% | +3.3% | +12.3% | +12.7% |
| 6M | -5.0% | -15.7% | +10.6% | -2.4% |
| YTD | -19.0% | -28.2% | +9.2% | -12.4% |
| 1Y | -10.0% | -34.5% | +24.6% | +0.6% |
| 3Y | +163.9% | -2.9% | +166.8% | +154.7% |
| All | +604.3% | -16.3% | +620.6% | +556.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling