+4,518.6%
COP vs ADSK
+4,770.3%
-251.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.0% |
| 7D | -0.8% | -14.3% | +13.5% | +1.6% |
| 30D | +15.6% | -14.8% | +30.4% | +18.4% |
| 3M | +14.3% | -5.7% | +20.0% | +14.8% |
| 6M | +17.0% | -18.7% | +35.7% | +19.9% |
| YTD | +47.4% | -28.3% | +75.7% | +53.7% |
| 1Y | +52.4% | -35.1% | +87.5% | +61.4% |
| 3Y | +20.8% | -3.2% | +24.0% | +18.4% |
| 5Y | +191.7% | -26.7% | +218.4% | +192.1% |
| 10Y | +325.1% | +208.4% | +116.7% | +236.1% |
| All | +4,518.6% | +4,770.3% | -251.6% | +2,431.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling