+41.1%
CLS vs ADSK
-31.6%
+72.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.3% | +9.1% | -0.1% |
| 7D | +4.6% | -16.4% | +21.0% | +2.7% |
| 30D | -13.9% | -9.2% | -4.7% | -14.3% |
| 3M | -26.6% | -6.7% | -19.8% | -24.9% |
| 6M | +15.4% | -15.5% | +30.9% | +19.4% |
| YTD | +5.7% | -26.4% | +32.1% | +20.0% |
| 1Y | +41.1% | -31.9% | +73.0% | +66.6% |
| All | +41.1% | -31.6% | +72.7% | +66.6% |
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