+108.4%
CSCO vs ADSK
-5.9%
+114.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.9% | +0.7% |
| 7D | 0.0% | -14.5% | +14.5% | +2.9% |
| 30D | -10.7% | -19.3% | +8.6% | -7.2% |
| 3M | -8.7% | -7.8% | -0.9% | -8.0% |
| 6M | +44.9% | -20.8% | +65.7% | +51.5% |
| YTD | +44.1% | -30.2% | +74.3% | +55.9% |
| 1Y | +65.9% | -36.5% | +102.3% | +84.5% |
| All | +108.4% | -5.9% | +114.2% | +102.7% |
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