+19,339.2%
CMI vs ADSK
+4,774.6%
+14,564.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -0.7% | -2.5% | +1.8% | -0.1% |
| 30D | -12.4% | -14.9% | +2.5% | -9.4% |
| 3M | -14.8% | +3.3% | -18.1% | -16.5% |
| 6M | +0.8% | -15.7% | +16.5% | +2.8% |
| YTD | +10.2% | -28.2% | +38.4% | +16.3% |
| 1Y | +37.4% | -34.5% | +72.0% | +48.2% |
| 3Y | +153.3% | -2.9% | +156.2% | +145.7% |
| 5Y | +167.6% | -25.3% | +192.9% | +168.3% |
| 10Y | +514.4% | +217.8% | +296.6% | +315.2% |
| All | +19,339.2% | +4,774.6% | +14,564.6% | +8,090.5% |
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 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