+1,325.8%
CRWD vs ADSK
+29.9%
+1,295.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | +19.6% | +3.3% | +16.3% | +15.1% |
| 6M | +87.1% | -15.7% | +102.7% | +105.8% |
| YTD | +76.4% | -28.2% | +104.7% | +116.8% |
| 1Y | +90.8% | -34.5% | +125.4% | +149.8% |
| 3Y | +380.0% | -2.9% | +382.9% | +374.1% |
| 5Y | +215.6% | -25.3% | +241.0% | +257.2% |
| All | +1,325.8% | +29.9% | +1,295.9% | +1,037.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling