+900.1%
COHR vs SW
+722.5%
+177.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | -0.9% | +14.5% | +13.7% |
| 7D | -8.3% | +2.3% | -10.6% | -8.5% |
| 30D | -42.4% | +6.8% | -49.2% | -42.8% |
| 3M | -42.3% | -5.2% | -37.1% | -42.1% |
| 6M | -44.1% | +7.4% | -51.5% | -44.7% |
| YTD | +4.5% | +17.4% | -12.9% | +2.0% |
| 1Y | +21.0% | +27.1% | -6.1% | +17.2% |
| 3Y | +487.5% | +47.9% | +439.6% | +466.2% |
| 5Y | +200.1% | -2.6% | +202.7% | +192.2% |
| 10Y | +614.1% | +182.7% | +431.4% | +552.6% |
| All | +900.1% | +722.5% | +177.5% | +753.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling