+696.9%
CLF vs ADSK
+4,900.9%
-4,204.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.3% | +10.1% | +4.3% |
| 7D | +7.6% | -16.4% | +24.0% | +13.3% |
| 30D | -1.2% | -9.2% | +8.0% | +1.3% |
| 3M | -13.4% | -6.7% | -6.6% | -12.7% |
| 6M | +15.4% | -15.5% | +30.9% | +19.1% |
| YTD | -5.9% | -26.4% | +20.5% | +0.6% |
| 1Y | +18.8% | -31.9% | +50.7% | +30.1% |
| 3Y | -19.4% | -1.0% | -18.4% | -22.1% |
| 5Y | -47.7% | -24.5% | -23.2% | -46.1% |
| 10Y | +130.4% | +220.4% | -90.0% | +58.0% |
| All | +696.9% | +4,900.9% | -4,204.0% | +246.5% |
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