+3,596.5%
CLS vs ADSK
+2,214.4%
+1,382.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.4% | +6.2% | +6.4% |
| 7D | +10.9% | -2.5% | +13.5% | +11.9% |
| 30D | +2.1% | -14.9% | +17.0% | +8.3% |
| 3M | -10.2% | +3.3% | -13.5% | -13.3% |
| 6M | +30.4% | -15.7% | +46.0% | +34.6% |
| YTD | +17.2% | -28.2% | +45.5% | +28.6% |
| 1Y | +41.0% | -34.5% | +75.6% | +60.5% |
| 3Y | +1,338.0% | -2.9% | +1,340.9% | +1,305.0% |
| 5Y | +3,860.6% | -25.3% | +3,885.9% | +4,027.5% |
| 10Y | +3,160.1% | +217.8% | +2,942.3% | +1,663.9% |
| All | +3,596.5% | +2,214.4% | +1,382.1% | +488.8% |
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 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