+374.9%
CPRT vs ADSK
+222.2%
+152.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -11.2% | -2.5% | -8.7% | -10.3% |
| 30D | +3.3% | -14.9% | +18.2% | +9.4% |
| 3M | -3.6% | +3.3% | -6.9% | -5.6% |
| 6M | -15.8% | -15.7% | -0.1% | -11.4% |
| YTD | -23.5% | -28.2% | +4.7% | -14.5% |
| 1Y | -38.8% | -34.5% | -4.2% | -29.2% |
| 3Y | -33.4% | -2.9% | -30.5% | -35.8% |
| 5Y | -16.4% | -25.3% | +9.0% | -14.3% |
| All | +374.9% | +222.2% | +152.7% | +205.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling