+27.7%
CL vs ADSK
-5.9%
+33.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.3% |
| 7D | -2.3% | -14.5% | +12.2% | -1.7% |
| 30D | -5.5% | -19.3% | +13.8% | -4.8% |
| 3M | +0.8% | -7.8% | +8.6% | +1.0% |
| 6M | -4.2% | -20.8% | +16.5% | -4.1% |
| YTD | +13.4% | -30.2% | +43.6% | +13.8% |
| 1Y | +7.1% | -36.5% | +43.5% | +7.8% |
| All | +27.7% | -5.9% | +33.6% | +24.7% |
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 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