+94.1%
CRH vs ADSK
-25.3%
+119.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -6.1% | -2.5% | -3.5% | -5.3% |
| 30D | -9.3% | -14.9% | +5.6% | -4.7% |
| 3M | -15.2% | +3.3% | -18.5% | -17.1% |
| 6M | -14.2% | -15.7% | +1.5% | -10.8% |
| YTD | -28.3% | -28.2% | 0.0% | -21.0% |
| 1Y | -21.8% | -34.5% | +12.8% | -10.8% |
| 3Y | +71.6% | -2.9% | +74.5% | +64.7% |
| All | +94.1% | -25.3% | +119.5% | +79.1% |
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