+1,361.9%
COHR vs SW
+755.0%
+606.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.3% | +5.3% | +6.5% |
| 7D | +1.0% | -5.1% | +6.0% | +1.5% |
| 30D | -14.1% | -4.6% | -9.5% | -13.7% |
| 3M | -33.2% | +9.4% | -42.6% | -33.9% |
| 6M | +2.5% | +3.5% | -1.0% | +1.9% |
| YTD | +52.7% | +22.0% | +30.7% | +48.8% |
| 1Y | +194.8% | +2.2% | +192.6% | +191.8% |
| 3Y | +650.8% | +19.6% | +631.2% | +633.1% |
| 5Y | +358.4% | -2.3% | +360.7% | +346.0% |
| 10Y | +1,191.2% | +181.4% | +1,009.8% | +1,078.7% |
| All | +1,361.9% | +755.0% | +606.9% | +1,145.4% |
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