+44.6%
COP vs ADSK
-31.6%
+76.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.3% | +7.2% | -1.4% |
| 7D | +3.0% | -16.4% | +19.4% | +2.1% |
| 30D | +17.5% | -9.2% | +26.7% | +16.9% |
| 3M | +13.4% | -6.7% | +20.1% | +13.3% |
| 6M | +17.7% | -15.5% | +33.2% | +17.1% |
| YTD | +46.6% | -26.4% | +73.0% | +40.0% |
| 1Y | +44.6% | -31.9% | +76.5% | +36.8% |
| All | +44.6% | -31.6% | +76.2% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling