+2,070.6%
ADSK vs COR
+17,138.4%
-15,067.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -14.5% | -3.9% | -10.6% | -13.6% |
| 30D | -19.3% | -0.3% | -19.0% | -19.4% |
| 3M | -7.8% | +15.9% | -23.7% | -11.4% |
| 6M | -20.8% | -10.3% | -10.5% | -19.1% |
| YTD | -30.2% | -3.7% | -26.5% | -30.3% |
| 1Y | -36.5% | +9.1% | -45.5% | -38.8% |
| 3Y | -5.7% | +86.6% | -92.3% | -22.5% |
| 5Y | -28.2% | +180.9% | -209.1% | -47.6% |
| 10Y | +209.1% | +407.4% | -198.3% | +86.0% |
| All | +2,070.6% | +17,138.4% | -15,067.8% | +447.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling