+1,298.9%
COHR vs ADP
+286.3%
+1,012.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.7% |
| 7D | +8.3% | -2.8% | +11.1% | +9.6% |
| 30D | -14.1% | +0.2% | -14.4% | -14.9% |
| 3M | -16.0% | +20.5% | -36.5% | -26.3% |
| 6M | +21.5% | +28.8% | -7.3% | +0.3% |
| YTD | +65.4% | +6.6% | +58.8% | +51.7% |
| 1Y | +195.0% | -6.9% | +201.9% | +192.9% |
| 3Y | +830.2% | +16.1% | +814.0% | +690.5% |
| 5Y | +397.1% | +49.3% | +347.8% | +253.6% |
| All | +1,298.9% | +286.3% | +1,012.6% | +466.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling