+4,005.7%
CMG vs ADSK
+401.0%
+3,604.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.6% |
| 7D | -3.8% | -10.9% | +7.1% | +0.2% |
| 30D | +12.9% | -15.9% | +28.8% | +19.8% |
| 3M | +18.8% | -4.4% | +23.1% | +19.1% |
| 6M | +4.1% | -16.6% | +20.7% | +9.2% |
| YTD | -2.4% | -28.5% | +26.2% | +8.0% |
| 1Y | -6.7% | -34.6% | +28.0% | +6.7% |
| 3Y | -7.1% | -3.5% | -3.7% | -10.5% |
| 5Y | -5.0% | -25.6% | +20.6% | -2.1% |
| 10Y | +323.5% | +216.6% | +106.9% | +136.3% |
| All | +4,005.7% | +401.0% | +3,604.7% | +1,405.1% |
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