+32.1%
CL vs ADSK
-10.6%
+42.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.0% | -3.8% | +2.6% |
| 7D | +7.7% | +11.4% | -3.7% | +6.7% |
| 30D | +15.2% | +21.9% | -6.7% | +13.7% |
| 3M | +7.3% | +13.9% | -6.5% | +6.2% |
| 6M | +17.0% | +9.1% | +7.9% | +14.1% |
| YTD | +28.0% | -8.8% | +36.7% | +19.0% |
| 1Y | +32.1% | -10.2% | +42.3% | +23.7% |
| All | +32.1% | -10.6% | +42.8% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling