-3.1%
CMG vs ADSK
-25.3%
+22.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -2.1% | -2.5% | +0.5% | -1.1% |
| 30D | +10.9% | -14.9% | +25.8% | +17.4% |
| 3M | +15.8% | +3.3% | +12.5% | +12.5% |
| 6M | +6.9% | -15.7% | +22.6% | +11.9% |
| YTD | -2.2% | -28.2% | +26.1% | +9.1% |
| 1Y | -7.1% | -34.5% | +27.5% | +7.8% |
| 3Y | -7.1% | -2.9% | -4.2% | -12.7% |
| All | -3.1% | -25.3% | +22.3% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling