+172.4%
CEG vs ADSK
-5.9%
+178.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.2% |
| 7D | +1.3% | -14.5% | +15.9% | +4.2% |
| 30D | +8.8% | -19.3% | +28.2% | +13.1% |
| 3M | +17.0% | -7.8% | +24.8% | +17.6% |
| 6M | -8.7% | -20.8% | +12.0% | -4.3% |
| YTD | -16.4% | -30.2% | +13.8% | -8.1% |
| 1Y | -1.8% | -36.5% | +34.7% | +12.3% |
| All | +172.4% | -5.9% | +178.3% | +169.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling