+1,878.9%
CVS vs ADSK
+4,642.0%
-2,763.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.4% |
| 7D | -1.9% | -14.5% | +12.6% | 0.0% |
| 30D | -0.3% | -19.3% | +19.0% | +2.2% |
| 3M | -1.1% | -7.8% | +6.7% | -0.6% |
| 6M | +23.7% | -20.8% | +44.5% | +26.3% |
| YTD | +23.0% | -30.2% | +53.2% | +27.4% |
| 1Y | +37.2% | -36.5% | +73.6% | +43.7% |
| 3Y | +62.4% | -5.7% | +68.2% | +60.5% |
| 5Y | +31.8% | -28.2% | +60.0% | +32.2% |
| 10Y | +41.9% | +209.1% | -167.2% | +15.5% |
| All | +1,878.9% | +4,642.0% | -2,763.0% | +921.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling