-13.0%
CTSH vs ADSK
-34.7%
+21.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | -3.7% | -2.5% | -1.2% | -2.2% |
| 30D | +3.7% | -14.9% | +18.6% | +13.5% |
| 3M | +17.9% | +3.3% | +14.6% | +15.5% |
| 6M | -2.6% | -15.7% | +13.0% | +5.2% |
| YTD | -26.4% | -28.2% | +1.8% | -18.6% |
| 1Y | -13.0% | -34.5% | +21.5% | -3.2% |
| All | -13.0% | -34.7% | +21.7% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling