+3,616.8%
CLS vs ADSK
-26.7%
+3,643.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.0% |
| 3M | -10.4% | -4.4% | -6.0% | -11.1% |
| 6M | +20.8% | -16.6% | +37.4% | +26.4% |
| YTD | +10.0% | -28.5% | +38.5% | +24.2% |
| 1Y | +28.5% | -34.6% | +63.2% | +52.2% |
| 3Y | +1,292.2% | -3.5% | +1,295.7% | +1,261.3% |
| 5Y | +3,616.8% | -25.6% | +3,642.4% | +3,385.0% |
| All | +3,616.8% | -26.7% | +3,643.5% | +3,385.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling