+657.5%
COHR vs SWK
+18.1%
+639.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.1% |
| 7D | +13.1% | -1.4% | +14.5% | +14.2% |
| 30D | -17.2% | +25.5% | -42.6% | -28.4% |
| 3M | -33.3% | +11.8% | -45.1% | -38.5% |
| 6M | -46.0% | +48.7% | -94.7% | -57.7% |
| YTD | +18.2% | +57.2% | -39.0% | -12.2% |
| 1Y | +55.9% | +75.3% | -19.4% | +8.4% |
| 3Y | +544.7% | +51.9% | +492.7% | +364.1% |
| 5Y | +234.6% | -30.7% | +265.3% | +265.0% |
| All | +657.5% | +18.1% | +639.4% | +415.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling