+380.0%
CRWD vs ADSK
-3.2%
+383.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.3% |
| 7D | -3.0% | -2.5% | -0.5% | -1.3% |
| 30D | -6.8% | -14.9% | +8.1% | +4.3% |
| 3M | +19.6% | +3.3% | +16.3% | +15.5% |
| 6M | +87.1% | -15.7% | +102.7% | +108.5% |
| YTD | +76.4% | -28.2% | +104.7% | +122.1% |
| 1Y | +90.8% | -34.5% | +125.4% | +158.1% |
| 3Y | +380.0% | -2.9% | +382.9% | +374.9% |
| All | +380.0% | -3.2% | +383.2% | +374.9% |
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