+64,642.4%
COHR vs ADP
+10,597.0%
+54,045.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.9% |
| 7D | +13.0% | -5.7% | +18.6% | +15.2% |
| 30D | -6.7% | -3.1% | -3.6% | -6.1% |
| 3M | -14.7% | +15.6% | -30.3% | -21.6% |
| 6M | +20.3% | +20.8% | -0.5% | +7.1% |
| YTD | +64.4% | +4.7% | +59.7% | +54.1% |
| 1Y | +205.9% | -8.3% | +214.2% | +200.9% |
| 3Y | +814.1% | +13.6% | +800.5% | +722.2% |
| 5Y | +387.4% | +45.0% | +342.3% | +297.4% |
| 10Y | +1,308.9% | +279.0% | +1,029.9% | +704.2% |
| All | +64,642.4% | +10,597.0% | +54,045.4% | +24,599.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling