+1,249.5%
CLS vs ADSK
-3.6%
+1,253.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -3.5% |
| 7D | +5.0% | -10.9% | +15.9% | +9.8% |
| 30D | +4.8% | -15.9% | +20.7% | +12.1% |
| 3M | -10.4% | -4.4% | -6.0% | -11.1% |
| 6M | +20.8% | -16.6% | +37.4% | +28.0% |
| YTD | +10.0% | -28.5% | +38.5% | +30.5% |
| 1Y | +28.5% | -34.6% | +63.2% | +63.7% |
| All | +1,249.5% | -3.6% | +1,253.1% | +1,134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling