+274.2%
CME vs ADSK
+222.2%
+52.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -1.6% | -2.5% | +0.9% | -1.1% |
| 30D | +5.6% | -14.9% | +20.5% | +8.4% |
| 3M | +5.6% | +3.3% | +2.3% | +4.5% |
| 6M | -8.3% | -15.7% | +7.4% | -6.2% |
| YTD | +4.3% | -28.2% | +32.6% | +9.6% |
| 1Y | +9.1% | -34.5% | +43.6% | +16.5% |
| 3Y | +52.1% | -2.9% | +55.0% | +46.5% |
| 5Y | +79.7% | -25.3% | +105.0% | +77.9% |
| All | +274.2% | +222.2% | +52.0% | +164.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling