+705.8%
COHR vs SWK
+17.8%
+688.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.2% |
| 7D | +36.7% | -2.0% | +38.7% | +38.5% |
| 30D | -20.0% | +24.6% | -44.6% | -30.5% |
| 3M | -34.7% | +10.8% | -45.5% | -39.5% |
| 6M | -37.9% | +46.1% | -84.0% | -51.0% |
| YTD | +25.7% | +56.8% | -31.1% | -6.4% |
| 1Y | +48.1% | +72.7% | -24.6% | +4.0% |
| 3Y | +583.2% | +49.9% | +533.3% | +395.9% |
| 5Y | +256.0% | -30.9% | +286.8% | +288.8% |
| All | +705.8% | +17.8% | +688.0% | +448.9% |
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