+1,238.1%
COHR vs SW
+139.3%
+1,098.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.4% | +10.5% | +7.7% |
| 7D | +11.0% | -2.6% | +13.5% | +11.4% |
| 30D | -20.4% | -7.5% | -12.9% | -19.4% |
| 3M | -24.9% | +10.3% | -35.2% | -26.5% |
| 6M | +28.1% | +5.4% | +22.6% | +26.2% |
| YTD | +63.6% | +17.9% | +45.7% | +57.2% |
| 1Y | +205.9% | -2.4% | +208.3% | +202.6% |
| 3Y | +809.3% | +28.7% | +780.6% | +767.7% |
| 5Y | +397.1% | -5.7% | +402.8% | +376.0% |
| 10Y | +1,238.1% | +139.3% | +1,098.8% | +1,071.2% |
| All | +1,238.1% | +139.3% | +1,098.8% | +1,071.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling