+233.8%
COHR vs SW
-2.3%
+236.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.8% |
| 7D | +13.1% | -2.9% | +16.1% | +13.9% |
| 30D | -17.2% | +5.0% | -22.2% | -18.4% |
| 3M | -33.3% | -13.7% | -19.7% | -31.3% |
| 6M | -46.0% | +8.0% | -54.0% | -47.6% |
| YTD | +18.2% | +14.0% | +4.2% | +11.3% |
| 1Y | +55.9% | +25.6% | +30.2% | +42.9% |
| 3Y | +544.7% | +40.1% | +504.5% | +489.0% |
| All | +233.8% | -2.3% | +236.1% | +216.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling