-20.0%
CPNG vs ADSK
-3.2%
-16.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | -1.1% | -2.5% | +1.4% | -0.4% |
| 30D | -7.4% | -14.9% | +7.5% | -3.6% |
| 3M | -12.3% | +3.3% | -15.7% | -14.4% |
| 6M | -19.4% | -15.7% | -3.8% | -16.4% |
| YTD | -35.9% | -28.2% | -7.7% | -29.8% |
| 1Y | -53.4% | -34.5% | -18.9% | -47.4% |
| 3Y | -20.0% | -2.9% | -17.1% | -21.9% |
| All | -20.0% | -3.2% | -16.8% | -21.9% |
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