+65,045.6%
COHR vs ADSK
+4,774.6%
+60,271.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +8.3% | -2.5% | +10.9% | +9.0% |
| 30D | -14.1% | -14.9% | +0.7% | -10.9% |
| 3M | -16.0% | +3.3% | -19.3% | -18.9% |
| 6M | +21.5% | -15.7% | +37.1% | +22.6% |
| YTD | +65.4% | -28.2% | +93.7% | +74.2% |
| 1Y | +195.0% | -34.5% | +229.6% | +218.7% |
| 3Y | +830.2% | -2.9% | +833.1% | +809.5% |
| 5Y | +397.1% | -25.3% | +422.4% | +419.3% |
| 10Y | +1,317.7% | +217.8% | +1,099.9% | +973.8% |
| All | +65,045.6% | +4,774.6% | +60,271.0% | +33,682.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling