+95.2%
CNC vs ADSK
+222.2%
-127.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -0.9% | -2.5% | +1.6% | -0.3% |
| 30D | -1.0% | -14.9% | +13.9% | +2.8% |
| 3M | +4.5% | +3.3% | +1.2% | +2.8% |
| 6M | +85.2% | -15.7% | +100.9% | +90.9% |
| YTD | +61.4% | -28.2% | +89.7% | +73.0% |
| 1Y | +94.9% | -34.5% | +129.4% | +113.5% |
| 3Y | 0.0% | -2.9% | +2.9% | -4.2% |
| 5Y | +11.2% | -25.3% | +36.5% | +10.4% |
| All | +95.2% | +222.2% | -127.0% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling