+25.2%
COP vs ADSK
-3.2%
+28.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | +2.3% | -2.5% | +4.8% | +2.5% |
| 30D | +8.6% | -14.9% | +23.5% | +9.8% |
| 3M | +19.9% | +3.3% | +16.5% | +18.9% |
| 6M | +19.0% | -15.7% | +34.7% | +20.4% |
| YTD | +50.0% | -28.2% | +78.2% | +54.6% |
| 1Y | +50.5% | -34.5% | +85.1% | +57.5% |
| 3Y | +25.2% | -2.9% | +28.1% | +23.2% |
| All | +25.2% | -3.2% | +28.4% | +23.2% |
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 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