+167.0%
CVX vs ADSK
-25.3%
+192.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +2.6% | -2.5% | +5.1% | +2.9% |
| 30D | +9.8% | -14.9% | +24.7% | +11.5% |
| 3M | +16.2% | +3.3% | +12.9% | +15.3% |
| 6M | +13.6% | -15.7% | +29.3% | +15.1% |
| YTD | +44.4% | -28.2% | +72.6% | +48.8% |
| 1Y | +40.6% | -34.5% | +75.1% | +46.5% |
| 3Y | +48.2% | -2.9% | +51.1% | +45.3% |
| All | +167.0% | -25.3% | +192.3% | +153.3% |
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