+64,301.1%
COHR vs SWK
+1,236.6%
+63,064.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.8% | +9.9% | +8.4% |
| 7D | +11.0% | +0.1% | +10.8% | +10.8% |
| 30D | -20.4% | -8.9% | -11.5% | -17.0% |
| 3M | -24.9% | +20.5% | -45.4% | -31.1% |
| 6M | +28.1% | +27.1% | +1.0% | +14.6% |
| YTD | +63.6% | +30.2% | +33.4% | +43.5% |
| 1Y | +205.9% | +24.8% | +181.2% | +171.7% |
| 3Y | +809.3% | +16.3% | +793.0% | +718.4% |
| 5Y | +397.1% | -40.1% | +437.2% | +482.6% |
| 10Y | +1,238.1% | +0.8% | +1,237.3% | +1,129.4% |
| All | +64,301.1% | +1,236.6% | +63,064.5% | +33,109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SWK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling