-13.9%
CTSH vs ADSK
-5.9%
-8.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.2% | -1.6% |
| 7D | -8.2% | -14.5% | +6.3% | -1.1% |
| 30D | +0.4% | -19.3% | +19.7% | +11.1% |
| 3M | +10.6% | -7.8% | +18.4% | +14.5% |
| 6M | -8.8% | -20.8% | +11.9% | +0.5% |
| YTD | -28.6% | -30.2% | +1.6% | -17.8% |
| 1Y | -15.9% | -36.5% | +20.5% | +0.2% |
| All | -13.9% | -5.9% | -8.0% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling