+105.1%
CTVA vs ADSK
-25.3%
+130.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.0% |
| 3M | +12.3% | +3.3% | +9.0% | +11.0% |
| 6M | +7.2% | -15.7% | +22.8% | +9.4% |
| YTD | +26.0% | -28.2% | +54.3% | +32.3% |
| 1Y | +16.0% | -34.5% | +50.6% | +24.0% |
| 3Y | +73.9% | -2.9% | +76.8% | +71.0% |
| All | +105.1% | -25.3% | +130.5% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling