+1.8%
CTSH vs ADSK
+26.4%
-24.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.6% | -1.6% |
| 7D | -2.1% | +1.0% | -3.2% | -2.7% |
| 30D | +1.4% | +14.4% | -13.0% | -5.2% |
| 3M | +7.5% | +2.5% | +4.9% | +5.5% |
| 6M | +39.6% | +14.5% | +25.1% | +29.3% |
| YTD | -22.3% | -10.7% | -11.6% | -21.0% |
| 1Y | -12.0% | -11.0% | -0.9% | -10.4% |
| 3Y | +1.8% | +25.9% | -24.1% | -4.7% |
| All | +1.8% | +26.4% | -24.6% | -4.7% |
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