+33.1%
CVS vs ADSK
-25.6%
+58.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.3% |
| 7D | -2.0% | -10.9% | +8.9% | -0.9% |
| 30D | +1.9% | -15.9% | +17.8% | +3.5% |
| 3M | -2.2% | -4.4% | +2.2% | -2.2% |
| 6M | +26.7% | -16.6% | +43.4% | +28.5% |
| YTD | +22.9% | -28.5% | +51.4% | +27.0% |
| 1Y | +32.9% | -34.6% | +67.6% | +39.1% |
| 3Y | +62.3% | -3.5% | +65.7% | +59.0% |
| All | +33.1% | -25.6% | +58.7% | +24.2% |
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 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