+4,850.5%
CL vs ADSK
+4,900.9%
-50.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.3% | +6.8% | -0.7% |
| 7D | -2.2% | -16.4% | +14.2% | -0.5% |
| 30D | -4.8% | -9.2% | +4.4% | -4.0% |
| 3M | +4.9% | -6.7% | +11.6% | +5.4% |
| 6M | -5.7% | -15.5% | +9.8% | -4.5% |
| YTD | +14.4% | -26.4% | +40.8% | +17.1% |
| 1Y | +8.7% | -31.9% | +40.6% | +12.2% |
| 3Y | +30.0% | -1.0% | +30.9% | +28.1% |
| 5Y | +28.4% | -24.5% | +52.9% | +27.9% |
| 10Y | +50.1% | +220.4% | -170.3% | +26.3% |
| All | +4,850.5% | +4,900.9% | -50.4% | +2,598.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling