-46.8%
CPNG vs ADSK
-31.6%
-15.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.3% | +6.8% | -0.1% |
| 7D | -7.4% | -16.4% | +9.0% | -4.7% |
| 30D | -4.4% | -9.2% | +4.8% | -3.2% |
| 3M | -7.5% | -6.7% | -0.8% | -7.0% |
| 6M | -19.9% | -15.5% | -4.4% | -16.6% |
| YTD | -35.2% | -26.4% | -8.8% | -28.3% |
| 1Y | -46.8% | -31.9% | -14.9% | -39.5% |
| All | -46.8% | -31.6% | -15.2% | -39.5% |
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