+26.1%
COHR vs ADSK
-10.6%
+36.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.3% | -12.6% | -13.2% |
| 7D | -28.4% | +11.3% | -39.8% | -22.8% |
| 30D | -49.8% | +16.4% | -66.2% | -44.2% |
| 3M | -48.3% | +12.1% | -60.4% | -42.1% |
| 6M | -49.4% | +7.9% | -57.3% | -39.6% |
| YTD | -8.0% | -9.1% | +1.0% | +20.5% |
| 1Y | +26.1% | -10.6% | +36.7% | +65.1% |
| All | +26.1% | -10.6% | +36.7% | +65.1% |
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