+205.9%
COHR vs SWK
+22.8%
+183.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.4% |
| 7D | +13.0% | -4.6% | +17.5% | +15.0% |
| 30D | -6.7% | -9.9% | +3.2% | -2.8% |
| 3M | -14.7% | +15.4% | -30.2% | -18.1% |
| 6M | +20.3% | +25.0% | -4.7% | +10.5% |
| YTD | +64.4% | +27.2% | +37.2% | +47.6% |
| 1Y | +205.9% | +24.6% | +181.3% | +171.3% |
| All | +205.9% | +22.8% | +183.0% | +171.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling