+122.5%
CRWV vs ADSK
-20.5%
+143.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.4% | -2.5% | +2.1% | -0.1% |
| 30D | -17.4% | -14.9% | -2.5% | -15.4% |
| 3M | -7.1% | +3.3% | -10.4% | -12.1% |
| 6M | +8.6% | -15.7% | +24.2% | +13.8% |
| YTD | +24.3% | -28.2% | +52.5% | +48.5% |
| 1Y | -21.0% | -34.5% | +13.5% | +3.3% |
| All | +122.5% | -20.5% | +143.0% | +99.9% |
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 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