+824.4%
COHR vs SWK
+13.2%
+811.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.8% |
| 7D | +13.0% | -4.6% | +17.5% | +15.7% |
| 30D | -6.7% | -9.9% | +3.2% | -1.4% |
| 3M | -14.7% | +15.4% | -30.2% | -21.1% |
| 6M | +20.3% | +25.0% | -4.7% | +5.9% |
| YTD | +64.4% | +27.2% | +37.2% | +40.9% |
| 1Y | +205.9% | +24.6% | +181.3% | +163.5% |
| All | +824.4% | +13.2% | +811.2% | +647.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling