+338.5%
COP vs ADSK
+222.2%
+116.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | +2.3% | -2.5% | +4.8% | +2.9% |
| 30D | +8.6% | -14.9% | +23.5% | +12.7% |
| 3M | +19.9% | +3.3% | +16.5% | +17.5% |
| 6M | +19.0% | -15.7% | +34.7% | +22.5% |
| YTD | +50.0% | -28.2% | +78.2% | +60.4% |
| 1Y | +50.5% | -34.5% | +85.1% | +65.1% |
| 3Y | +25.2% | -2.9% | +28.1% | +19.4% |
| 5Y | +194.3% | -25.3% | +219.6% | +191.1% |
| All | +338.5% | +222.2% | +116.3% | +181.2% |
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