+639.7%
CEG vs ADSK
-16.4%
+656.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.7% |
| 7D | +6.7% | -14.3% | +21.0% | +10.7% |
| 30D | +11.0% | -14.8% | +25.8% | +15.1% |
| 3M | +19.5% | -5.7% | +25.2% | +19.7% |
| 6M | -5.9% | -18.7% | +12.8% | -2.0% |
| YTD | -15.0% | -28.3% | +13.3% | -7.9% |
| 1Y | +0.6% | -35.1% | +35.7% | +12.8% |
| 3Y | +180.6% | -3.2% | +183.8% | +171.1% |
| All | +639.7% | -16.4% | +656.1% | +589.5% |
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