+444.5%
CORZ vs ADSK
-16.8%
+461.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.6% | +7.3% | +5.5% |
| 7D | +16.6% | -14.3% | +30.9% | +22.3% |
| 30D | -10.9% | -14.8% | +4.0% | -6.6% |
| 3M | -31.0% | -5.7% | -25.3% | -32.1% |
| 6M | +26.0% | -18.7% | +44.7% | +34.5% |
| YTD | +28.6% | -28.3% | +56.9% | +50.5% |
| 1Y | +34.5% | -35.1% | +69.5% | +71.7% |
| All | +444.5% | -16.8% | +461.3% | +401.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling