-16.6%
CRH vs ADSK
-10.6%
-5.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.0% | -3.3% |
| 7D | +5.3% | +11.3% | -6.0% | +4.1% |
| 30D | +14.2% | +16.4% | -2.2% | +12.4% |
| 3M | -4.2% | +12.1% | -16.3% | -5.5% |
| 6M | -14.5% | +7.9% | -22.4% | -15.6% |
| YTD | -22.7% | -9.1% | -13.6% | -21.9% |
| 1Y | -16.6% | -10.6% | -6.0% | -16.3% |
| All | -16.6% | -10.6% | -5.9% | -16.3% |
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