-4.2%
CORZ vs ADSK
-12.0%
+7.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.7% |
| 7D | +23.5% | +1.0% | +22.4% | +24.0% |
| 30D | +7.5% | +14.4% | -6.9% | +13.4% |
| 3M | -26.6% | +2.5% | -29.1% | -24.8% |
| 6M | -39.5% | +14.5% | -54.0% | -33.3% |
| YTD | -0.3% | -10.7% | +10.4% | +7.9% |
| 1Y | -4.2% | -11.0% | +6.8% | +3.5% |
| All | -4.2% | -12.0% | +7.8% | +3.5% |
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