+120.3%
CLF vs ADSK
+221.0%
-100.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -3.4% |
| 7D | -3.7% | -10.9% | +7.2% | +1.6% |
| 30D | -4.7% | -15.9% | +11.2% | +2.9% |
| 3M | -4.7% | -4.4% | -0.3% | -5.1% |
| 6M | +24.0% | -16.6% | +40.6% | +30.8% |
| YTD | -10.9% | -28.5% | +17.6% | +0.6% |
| 1Y | +4.0% | -34.6% | +38.7% | +23.4% |
| 3Y | -16.9% | -3.5% | -13.5% | -22.7% |
| 5Y | -49.3% | -25.6% | -23.7% | -48.3% |
| All | +120.3% | +221.0% | -100.7% | -3.8% |
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 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