-38.5%
CRCL vs ADSK
-10.6%
-27.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.6% |
| 7D | -13.1% | +11.3% | -24.5% | -17.3% |
| 30D | -17.4% | +16.4% | -33.8% | -23.0% |
| 3M | +9.8% | +12.1% | -2.3% | +3.9% |
| 6M | -39.2% | +7.9% | -47.1% | -40.8% |
| YTD | -12.4% | -9.1% | -3.3% | -7.6% |
| 1Y | -38.5% | -10.6% | -28.0% | -33.0% |
| All | -38.5% | -10.6% | -27.9% | -33.0% |
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