+73.9%
CTVA vs ADSK
-3.2%
+77.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -4.5% | -2.5% | -2.0% | -4.1% |
| 30D | +11.3% | -14.9% | +26.2% | +13.8% |
| 3M | +12.3% | +3.3% | +9.0% | +10.9% |
| 6M | +7.2% | -15.7% | +22.8% | +9.5% |
| YTD | +26.0% | -28.2% | +54.3% | +33.5% |
| 1Y | +16.0% | -34.5% | +50.6% | +26.0% |
| 3Y | +73.9% | -2.9% | +76.8% | +69.8% |
| All | +73.9% | -3.2% | +77.1% | +69.8% |
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 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