-3.3%
ADSK vs COR
+84.5%
-87.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -10.9% | -4.8% | -6.1% | -10.5% |
| 30D | -15.9% | -3.7% | -12.2% | -15.6% |
| 3M | -4.4% | +14.3% | -18.7% | -5.3% |
| 6M | -16.6% | -8.5% | -8.2% | -16.8% |
| YTD | -28.5% | -4.4% | -24.1% | -28.7% |
| 1Y | -34.6% | +9.1% | -43.8% | -35.2% |
| All | -3.3% | +84.5% | -87.8% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling