+27.3%
CRDO vs ADSK
-31.6%
+58.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -8.3% | +12.2% | +2.1% |
| 7D | -26.7% | -16.4% | -10.3% | -29.6% |
| 30D | -24.1% | -9.2% | -14.8% | -25.1% |
| 3M | -21.6% | -6.7% | -14.8% | -17.8% |
| 6M | +66.3% | -15.5% | +81.9% | +78.3% |
| YTD | +18.5% | -26.4% | +44.9% | +43.6% |
| 1Y | +27.3% | -31.9% | +59.2% | +70.7% |
| All | +27.3% | -31.6% | +58.9% | +70.7% |
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