+165.0%
CMI vs ADSK
-25.3%
+190.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -0.7% | -2.5% | +1.8% | -0.2% |
| 30D | -12.4% | -14.9% | +2.5% | -9.9% |
| 3M | -14.8% | +3.3% | -18.1% | -16.5% |
| 6M | +0.8% | -15.7% | +16.5% | +3.0% |
| YTD | +10.2% | -28.2% | +38.4% | +17.3% |
| 1Y | +37.4% | -34.5% | +72.0% | +50.1% |
| 3Y | +153.3% | -2.9% | +156.2% | +144.0% |
| All | +165.0% | -25.3% | +190.3% | +144.3% |
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