+48.2%
CVX vs ADSK
-3.2%
+51.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +2.6% | -2.5% | +5.1% | +2.8% |
| 30D | +9.8% | -14.9% | +24.7% | +10.8% |
| 3M | +16.2% | +3.3% | +12.9% | +15.5% |
| 6M | +13.6% | -15.7% | +29.3% | +14.6% |
| YTD | +44.4% | -28.2% | +72.6% | +47.7% |
| 1Y | +40.6% | -34.5% | +75.1% | +45.4% |
| 3Y | +48.2% | -2.9% | +51.1% | +45.7% |
| All | +48.2% | -3.2% | +51.4% | +45.7% |
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