-60.8%
CLSK vs ADSK
+183.5%
-244.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.6% |
| 7D | +7.7% | -2.5% | +10.2% | +9.2% |
| 30D | +12.2% | -14.9% | +27.1% | +22.6% |
| 3M | -15.5% | +3.3% | -18.8% | -21.6% |
| 6M | +39.3% | -15.7% | +55.0% | +45.0% |
| YTD | +35.1% | -28.2% | +63.3% | +54.9% |
| 1Y | +34.0% | -34.5% | +68.6% | +64.6% |
| 3Y | +226.3% | -2.9% | +229.2% | +214.1% |
| 5Y | +6.4% | -25.3% | +31.7% | +19.7% |
| All | -60.8% | +183.5% | -244.3% | -68.1% |
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