+4.0%
CLF vs ADSK
-35.0%
+39.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.0% |
| 7D | -3.7% | -10.9% | +7.2% | -4.3% |
| 30D | -4.7% | -15.9% | +11.2% | -5.4% |
| 3M | -4.7% | -4.4% | -0.3% | -4.8% |
| 6M | +24.0% | -16.6% | +40.6% | +22.9% |
| YTD | -10.9% | -28.5% | +17.6% | -9.2% |
| 1Y | +4.0% | -34.6% | +38.7% | +9.0% |
| All | +4.0% | -35.0% | +39.0% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling