+421.5%
CORZ vs ADSK
-16.7%
+438.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.2% |
| 7D | +0.3% | -2.5% | +2.8% | +1.0% |
| 30D | -14.0% | -14.9% | +0.8% | -9.8% |
| 3M | -34.1% | +3.3% | -37.4% | -38.3% |
| 6M | +8.5% | -15.7% | +24.1% | +12.7% |
| YTD | +23.2% | -28.2% | +51.5% | +44.1% |
| 1Y | +15.4% | -34.5% | +49.9% | +46.4% |
| All | +421.5% | -16.7% | +438.2% | +380.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling