+1,298.9%
COHR vs ADBE
+154.3%
+1,144.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.5% |
| 7D | +8.3% | -5.4% | +13.7% | +11.1% |
| 30D | -14.1% | -2.5% | -11.6% | -14.6% |
| 3M | -16.0% | +15.3% | -31.3% | -26.8% |
| 6M | +21.5% | -7.8% | +29.3% | +16.0% |
| YTD | +65.4% | -27.9% | +93.4% | +80.7% |
| 1Y | +195.0% | -28.0% | +223.1% | +218.8% |
| 3Y | +830.2% | -55.3% | +885.5% | +1,194.8% |
| 5Y | +397.1% | -61.7% | +458.8% | +637.1% |
| All | +1,298.9% | +154.3% | +1,144.5% | +404.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE 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 ADBE 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