+89.6%
CL vs ADSK
+255.5%
-165.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.6% |
| 7D | +3.2% | +1.0% | +2.2% | +3.1% |
| 30D | +8.0% | +14.4% | -6.4% | +6.4% |
| 3M | +7.9% | +2.5% | +5.4% | +7.4% |
| 6M | +14.7% | +14.5% | +0.3% | +12.6% |
| YTD | +29.2% | -10.7% | +39.8% | +29.7% |
| 1Y | +29.5% | -11.0% | +40.6% | +30.1% |
| 3Y | +40.7% | +25.9% | +14.8% | +33.9% |
| 5Y | +43.9% | -19.7% | +63.6% | +42.9% |
| All | +89.6% | +255.5% | -165.9% | +51.0% |
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