+215.4%
ADSK vs COR
+406.5%
-191.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.5% | -2.8% | +0.3% | -1.7% |
| 30D | -14.9% | +2.6% | -17.4% | -15.6% |
| 3M | +3.3% | +14.5% | -11.1% | -1.0% |
| 6M | -15.7% | -7.8% | -7.8% | -14.3% |
| YTD | -28.2% | -4.2% | -24.0% | -28.3% |
| 1Y | -34.5% | +7.0% | -41.6% | -37.2% |
| 3Y | -2.9% | +85.5% | -88.4% | -24.5% |
| 5Y | -25.3% | +181.2% | -206.5% | -50.9% |
| All | +215.4% | +406.5% | -191.1% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling