+21.5%
COHR vs ADSK
-16.9%
+38.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.5% |
| 7D | +8.3% | -2.5% | +10.9% | +6.3% |
| 30D | -14.1% | -14.9% | +0.7% | -23.2% |
| 3M | -16.0% | +3.3% | -19.3% | -8.4% |
| 6M | +21.5% | -15.7% | +37.1% | +21.4% |
| All | +21.5% | -16.9% | +38.3% | +21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling