+194.8%
COHR vs ADSK
-31.6%
+226.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -8.3% | +14.9% | +2.6% |
| 7D | +1.0% | -16.4% | +17.4% | -7.1% |
| 30D | -14.1% | -9.2% | -4.9% | -17.1% |
| 3M | -33.2% | -6.7% | -26.5% | -31.2% |
| 6M | +2.5% | -15.5% | +18.1% | +6.9% |
| YTD | +52.7% | -26.4% | +79.1% | +72.1% |
| 1Y | +194.8% | -31.9% | +226.7% | +246.6% |
| All | +194.8% | -31.6% | +226.4% | +246.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling