+6,706.3%
CME vs ADSK
+2,769.5%
+3,936.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.3% |
| 7D | -2.9% | -14.3% | +11.5% | +1.5% |
| 30D | +5.5% | -14.8% | +20.3% | +10.2% |
| 3M | +11.0% | -5.7% | +16.7% | +11.9% |
| 6M | -9.7% | -18.7% | +9.0% | -5.5% |
| YTD | +4.9% | -28.3% | +33.2% | +13.3% |
| 1Y | +10.1% | -35.1% | +45.1% | +22.3% |
| 3Y | +53.5% | -3.2% | +56.7% | +45.5% |
| 5Y | +77.2% | -26.7% | +103.9% | +74.1% |
| 10Y | +282.1% | +208.4% | +73.7% | +104.1% |
| All | +6,706.3% | +2,769.5% | +3,936.8% | +1,772.8% |
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