+7,895.4%
CI vs ADSK
+5,968.5%
+1,926.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | +1.2% | +1.0% | +0.1% | +1.0% |
| 30D | +2.6% | +14.4% | -11.8% | +0.1% |
| 3M | +7.4% | +2.5% | +4.9% | +6.6% |
| 6M | -0.1% | +14.5% | -14.6% | -3.1% |
| YTD | +9.7% | -10.7% | +20.4% | +10.5% |
| 1Y | +12.1% | -11.0% | +23.1% | +12.9% |
| 3Y | +7.0% | +25.9% | -18.8% | -0.2% |
| 5Y | +49.7% | -19.7% | +69.4% | +47.2% |
| 10Y | +147.2% | +258.2% | -111.0% | +81.2% |
| All | +7,895.4% | +5,968.5% | +1,926.9% | +3,197.3% |
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