+7.0%
CI vs ADSK
+26.4%
-19.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | +1.2% | +1.0% | +0.1% | +1.1% |
| 30D | +2.6% | +14.4% | -11.8% | +1.7% |
| 3M | +7.4% | +2.5% | +4.9% | +6.8% |
| 6M | -0.1% | +14.5% | -14.6% | -1.2% |
| YTD | +9.7% | -10.7% | +20.4% | +9.4% |
| 1Y | +12.1% | -11.0% | +23.1% | +11.8% |
| 3Y | +7.0% | +25.9% | -18.8% | +7.4% |
| All | +7.0% | +26.4% | -19.3% | +7.4% |
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