+488.5%
CSX vs ADSK
+221.0%
+267.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.7% |
| 7D | +0.1% | -10.9% | +11.0% | +3.3% |
| 30D | -1.5% | -15.9% | +14.4% | +3.0% |
| 3M | +6.0% | -4.4% | +10.3% | +6.2% |
| 6M | +20.6% | -16.6% | +37.2% | +24.8% |
| YTD | +36.5% | -28.5% | +65.0% | +47.2% |
| 1Y | +55.0% | -34.6% | +89.6% | +71.8% |
| 3Y | +70.8% | -3.5% | +74.2% | +64.0% |
| 5Y | +69.6% | -25.6% | +95.2% | +69.6% |
| All | +488.5% | +221.0% | +267.5% | +314.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling