+195.0%
COHR vs ADSK
-34.7%
+229.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.3% |
| 7D | +8.3% | -2.5% | +10.9% | +7.1% |
| 30D | -14.1% | -14.9% | +0.7% | -19.5% |
| 3M | -16.0% | +3.3% | -19.3% | -12.9% |
| 6M | +21.5% | -15.7% | +37.1% | +24.6% |
| YTD | +65.4% | -28.2% | +93.7% | +84.4% |
| 1Y | +195.0% | -34.5% | +229.6% | +244.8% |
| All | +195.0% | -34.7% | +229.7% | +244.8% |
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