+28.9%
CL vs ADSK
-26.8%
+55.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.2% |
| 7D | -1.4% | -14.3% | +13.0% | -0.5% |
| 30D | -5.2% | -14.8% | +9.6% | -4.3% |
| 3M | +3.3% | -5.7% | +9.0% | +3.5% |
| 6M | -4.4% | -18.7% | +14.3% | -3.6% |
| YTD | +13.9% | -28.3% | +42.2% | +15.6% |
| 1Y | +7.6% | -35.1% | +42.7% | +9.9% |
| 3Y | +29.6% | -3.2% | +32.8% | +27.7% |
| All | +28.9% | -26.8% | +55.6% | +24.8% |
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