+4,803.1%
CVX vs ADSK
+4,642.0%
+161.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.3% |
| 7D | +1.0% | -14.5% | +15.5% | +3.3% |
| 30D | +10.7% | -19.3% | +30.0% | +14.1% |
| 3M | +15.5% | -7.8% | +23.3% | +16.3% |
| 6M | +14.9% | -20.8% | +35.7% | +18.1% |
| YTD | +44.2% | -30.2% | +74.4% | +50.6% |
| 1Y | +43.5% | -36.5% | +80.0% | +51.9% |
| 3Y | +45.0% | -5.7% | +50.7% | +42.8% |
| 5Y | +172.2% | -28.2% | +200.3% | +172.9% |
| 10Y | +221.9% | +209.1% | +12.8% | +156.1% |
| All | +4,803.1% | +4,642.0% | +161.1% | +2,579.5% |
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