+142.1%
CI vs ADSK
+222.2%
-80.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -0.1% | -2.5% | +2.5% | +0.5% |
| 30D | +1.8% | -14.9% | +16.6% | +5.0% |
| 3M | -4.2% | +3.3% | -7.6% | -5.5% |
| 6M | +8.8% | -15.7% | +24.5% | +11.6% |
| YTD | +3.7% | -28.2% | +32.0% | +9.9% |
| 1Y | -6.1% | -34.5% | +28.4% | +1.4% |
| 3Y | +4.5% | -2.9% | +7.4% | +0.4% |
| 5Y | +50.5% | -25.3% | +75.9% | +49.4% |
| All | +142.1% | +222.2% | -80.1% | +49.6% |
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