+942.5%
CRDO vs ADSK
-3.2%
+945.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | -4.5% | -2.5% | -1.9% | -3.6% |
| 30D | -39.2% | -14.9% | -24.4% | -35.5% |
| 3M | -38.5% | +3.3% | -41.8% | -41.6% |
| 6M | +40.6% | -15.7% | +56.2% | +47.6% |
| YTD | +13.2% | -28.2% | +41.5% | +34.1% |
| 1Y | +2.3% | -34.5% | +36.8% | +31.9% |
| 3Y | +942.5% | -2.9% | +945.4% | +964.8% |
| All | +942.5% | -3.2% | +945.8% | +964.8% |
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