+194.8%
COHR vs ADP
-4.5%
+199.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.1% | +8.7% | +4.0% |
| 7D | +1.0% | -3.4% | +4.4% | -3.3% |
| 30D | -14.1% | +2.8% | -16.9% | -9.8% |
| 3M | -33.2% | +20.9% | -54.1% | -13.0% |
| 6M | +2.5% | +29.9% | -27.3% | +43.6% |
| YTD | +52.7% | +9.6% | +43.1% | +79.6% |
| 1Y | +194.8% | -5.3% | +200.0% | +228.0% |
| All | +194.8% | -4.5% | +199.3% | +228.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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