-10.7%
CMG vs ADSK
-31.6%
+20.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.3% | +6.6% | -0.4% |
| 7D | -2.8% | -16.4% | +13.6% | -0.3% |
| 30D | +7.1% | -9.2% | +16.4% | +8.2% |
| 3M | +31.2% | -6.7% | +37.9% | +30.1% |
| 6M | +0.7% | -15.5% | +16.2% | +2.2% |
| YTD | -0.1% | -26.4% | +26.3% | +3.9% |
| 1Y | -10.7% | -31.9% | +21.1% | -4.4% |
| All | -10.7% | -31.6% | +20.9% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling