+193.6%
COP vs ADSK
-26.7%
+220.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.1% |
| 7D | +1.0% | -10.9% | +11.9% | +2.4% |
| 30D | +9.6% | -15.9% | +25.4% | +11.7% |
| 3M | +15.0% | -4.4% | +19.4% | +15.1% |
| 6M | +21.8% | -16.6% | +38.4% | +23.9% |
| YTD | +49.6% | -28.5% | +78.1% | +55.3% |
| 1Y | +49.9% | -34.6% | +84.5% | +57.8% |
| 3Y | +22.6% | -3.5% | +26.1% | +19.7% |
| 5Y | +193.6% | -25.6% | +219.2% | +184.7% |
| All | +193.6% | -26.7% | +220.3% | +184.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling