-14.1%
CPRT vs ADSK
-26.7%
+12.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -5.0% |
| 7D | -8.4% | -10.9% | +2.5% | -4.3% |
| 30D | +4.6% | -15.9% | +20.5% | +11.5% |
| 3M | -1.9% | -4.4% | +2.4% | -1.2% |
| 6M | -15.3% | -16.6% | +1.3% | -10.4% |
| YTD | -21.5% | -28.5% | +7.1% | -11.7% |
| 1Y | -36.6% | -34.6% | -2.0% | -26.1% |
| 3Y | -31.2% | -3.5% | -27.7% | -34.3% |
| 5Y | -14.1% | -25.6% | +11.5% | -20.2% |
| All | -14.1% | -26.7% | +12.6% | -20.2% |
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