+41.0%
CLS vs ADSK
-34.7%
+75.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.4% | +6.2% | +6.6% |
| 7D | +10.9% | -2.5% | +13.5% | +10.6% |
| 30D | +2.1% | -14.9% | +17.0% | +0.6% |
| 3M | -10.2% | +3.3% | -13.5% | -8.6% |
| 6M | +30.4% | -15.7% | +46.0% | +33.4% |
| YTD | +17.2% | -28.2% | +45.5% | +30.5% |
| 1Y | +41.0% | -34.5% | +75.6% | +57.8% |
| All | +41.0% | -34.7% | +75.7% | +57.8% |
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 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