+393.6%
COHR vs ADSK
-25.3%
+418.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.0% |
| 7D | +8.3% | -2.5% | +10.9% | +9.4% |
| 30D | -14.1% | -14.9% | +0.7% | -8.7% |
| 3M | -16.0% | +3.3% | -19.3% | -22.0% |
| 6M | +21.5% | -15.7% | +37.1% | +23.4% |
| YTD | +65.4% | -28.2% | +93.7% | +85.6% |
| 1Y | +195.0% | -34.5% | +229.6% | +252.4% |
| 3Y | +830.2% | -2.9% | +833.1% | +747.4% |
| All | +393.6% | -25.3% | +418.9% | +333.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling