+425.9%
CORZ vs ADSK
-19.0%
+444.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.6% |
| 7D | +7.6% | -14.5% | +22.1% | +13.1% |
| 30D | -6.9% | -19.3% | +12.4% | -0.6% |
| 3M | -33.0% | -7.8% | -25.2% | -33.6% |
| 6M | +19.3% | -20.8% | +40.1% | +28.4% |
| YTD | +24.2% | -30.2% | +54.4% | +46.7% |
| 1Y | +24.5% | -36.5% | +61.0% | +59.7% |
| All | +425.9% | -19.0% | +444.8% | +388.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling