+1,308.9%
COHR vs SWK
-0.7%
+1,309.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.8% |
| 7D | +13.0% | -4.6% | +17.5% | +15.9% |
| 30D | -6.7% | -9.9% | +3.2% | -1.1% |
| 3M | -14.7% | +15.4% | -30.2% | -21.7% |
| 6M | +20.3% | +25.0% | -4.7% | +5.0% |
| YTD | +64.4% | +27.2% | +37.2% | +40.1% |
| 1Y | +205.9% | +24.6% | +181.3% | +161.3% |
| 3Y | +814.1% | +13.7% | +800.4% | +690.4% |
| 5Y | +387.4% | -41.5% | +428.9% | +493.0% |
| 10Y | +1,308.9% | +0.7% | +1,308.2% | +1,084.6% |
| All | +1,308.9% | -0.7% | +1,309.6% | +1,084.6% |
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