-41.3%
CORZ vs ADSK
-10.6%
-30.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +7.0% | -17.4% | -7.6% |
| 7D | -14.9% | +11.4% | -26.4% | -10.9% |
| 30D | -23.1% | +21.9% | -45.0% | -17.1% |
| 3M | -44.1% | +13.9% | -57.9% | -40.4% |
| 6M | -39.5% | +9.1% | -48.6% | -32.9% |
| YTD | -12.4% | -8.8% | -3.6% | -4.9% |
| 1Y | -41.3% | -10.2% | -31.1% | -36.8% |
| All | -41.3% | -10.6% | -30.7% | -36.8% |
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