+65.5%
CSX vs ADSK
-25.9%
+91.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.3% |
| 7D | +0.6% | -14.3% | +14.9% | +3.9% |
| 30D | -2.3% | -14.8% | +12.5% | +1.0% |
| 3M | +4.3% | -5.7% | +10.0% | +4.8% |
| 6M | +23.4% | -18.7% | +42.1% | +27.8% |
| YTD | +36.4% | -28.3% | +64.7% | +45.6% |
| 1Y | +53.0% | -35.1% | +88.1% | +67.8% |
| 3Y | +70.6% | -3.2% | +73.8% | +64.5% |
| 5Y | +65.5% | -26.7% | +92.2% | +56.9% |
| All | +65.5% | -25.9% | +91.4% | +56.9% |
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 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