+10,105.9%
CSX vs ADSK
+5,869.6%
+4,236.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | +0.7% | +3.1% | -2.4% | +0.1% |
| 30D | +8.1% | +10.5% | -2.4% | +5.8% |
| 3M | +2.2% | +1.6% | +0.6% | +1.4% |
| 6M | +14.6% | +6.4% | +8.2% | +11.9% |
| YTD | +42.2% | -12.1% | +54.3% | +43.3% |
| 1Y | +47.3% | -12.9% | +60.2% | +48.7% |
| 3Y | +73.5% | +23.5% | +50.0% | +61.1% |
| 5Y | +54.1% | -18.9% | +73.0% | +52.3% |
| 10Y | +409.0% | +253.9% | +155.0% | +263.7% |
| All | +10,105.9% | +5,869.6% | +4,236.3% | +3,949.8% |
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