+41.5%
CL vs ADSK
-19.5%
+61.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | -3.7% | +3.0% | -0.5% |
| 30D | +9.5% | +11.3% | -1.8% | +8.8% |
| 3M | +6.8% | +3.3% | +3.4% | +6.4% |
| 6M | +14.3% | +10.1% | +4.1% | +13.2% |
| YTD | +27.0% | -12.2% | +39.2% | +27.2% |
| 1Y | +26.3% | -13.9% | +40.1% | +26.6% |
| 3Y | +39.3% | +23.5% | +15.8% | +35.0% |
| 5Y | +41.5% | -20.0% | +61.6% | +37.6% |
| All | +41.5% | -19.5% | +61.0% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling