+31.4%
CORZ vs ADSK
-31.6%
+63.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.3% | +8.2% | -2.6% |
| 7D | +8.4% | -16.4% | +24.8% | +2.6% |
| 30D | -17.8% | -9.2% | -8.6% | -19.7% |
| 3M | -35.9% | -6.7% | -29.2% | -34.6% |
| 6M | +12.9% | -15.5% | +28.4% | +16.1% |
| YTD | +22.9% | -26.4% | +49.3% | +26.4% |
| 1Y | +31.4% | -31.9% | +63.2% | +39.6% |
| All | +31.4% | -31.6% | +63.0% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling