+22.2%
CTSH vs ADSK
+222.2%
-200.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | -3.7% | -2.5% | -1.2% | -2.7% |
| 30D | +3.7% | -14.9% | +18.6% | +10.3% |
| 3M | +17.9% | +3.3% | +14.6% | +16.5% |
| 6M | -2.6% | -15.7% | +13.0% | +3.6% |
| YTD | -26.4% | -28.2% | +1.8% | -16.9% |
| 1Y | -13.0% | -34.5% | +21.5% | +1.4% |
| 3Y | -11.2% | -2.9% | -8.3% | -12.0% |
| 5Y | -14.3% | -25.3% | +11.0% | -10.5% |
| All | +22.2% | +222.2% | -200.0% | -19.4% |
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