+3.5%
CI vs ADSK
-5.9%
+9.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.0% |
| 7D | -1.1% | -14.5% | +13.4% | -0.4% |
| 30D | +0.5% | -19.3% | +19.8% | +1.3% |
| 3M | -5.2% | -7.8% | +2.6% | -5.0% |
| 6M | +4.3% | -20.8% | +25.1% | +5.1% |
| YTD | +2.8% | -30.2% | +33.0% | +4.1% |
| 1Y | -5.8% | -36.5% | +30.7% | -4.2% |
| All | +3.5% | -5.9% | +9.4% | +5.1% |
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