+118.1%
COF vs ADSK
-3.2%
+121.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -5.1% | -2.5% | -2.6% | -4.2% |
| 30D | -6.0% | -14.9% | +8.8% | -0.5% |
| 3M | +14.8% | +3.3% | +11.5% | +11.5% |
| 6M | +15.3% | -15.7% | +31.0% | +21.3% |
| YTD | -13.0% | -28.2% | +15.2% | -1.4% |
| 1Y | -5.7% | -34.5% | +28.8% | +12.2% |
| 3Y | +118.1% | -2.9% | +121.0% | +114.5% |
| All | +118.1% | -3.2% | +121.4% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling