+113.4%
CSCO vs ADSK
-26.7%
+140.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.4% |
| 7D | -1.1% | -10.9% | +9.8% | +1.4% |
| 30D | -10.8% | -15.9% | +5.1% | -7.6% |
| 3M | -9.2% | -4.4% | -4.9% | -9.3% |
| 6M | +39.5% | -16.6% | +56.2% | +43.8% |
| YTD | +41.5% | -28.5% | +70.0% | +51.5% |
| 1Y | +61.0% | -34.6% | +95.6% | +76.5% |
| 3Y | +105.2% | -3.5% | +108.7% | +99.9% |
| 5Y | +113.4% | -25.6% | +139.0% | +102.0% |
| All | +113.4% | -26.7% | +140.1% | +102.0% |
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