-31.9%
ADSK vs COR
+12.8%
-44.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.9% | -6.4% | -8.1% |
| 7D | -16.4% | +2.8% | -19.2% | -16.6% |
| 30D | -9.2% | +4.5% | -13.8% | -9.7% |
| 3M | -6.7% | +22.7% | -29.4% | -8.4% |
| 6M | -15.5% | -9.7% | -5.8% | -16.3% |
| YTD | -26.4% | -1.4% | -25.0% | -27.0% |
| 1Y | -31.9% | +13.9% | -45.8% | -33.3% |
| All | -31.9% | +12.8% | -44.7% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling