+384.8%
COHR vs SWK
-40.1%
+424.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.8% | +9.9% | +8.7% |
| 7D | +11.0% | +0.1% | +10.8% | +10.7% |
| 30D | -20.4% | -8.9% | -11.5% | -16.1% |
| 3M | -24.9% | +20.5% | -45.4% | -32.7% |
| 6M | +28.1% | +27.1% | +1.0% | +10.8% |
| YTD | +63.6% | +30.2% | +33.4% | +37.5% |
| 1Y | +205.9% | +24.8% | +181.2% | +161.5% |
| 3Y | +809.3% | +16.3% | +793.0% | +664.6% |
| All | +384.8% | -40.1% | +424.9% | +418.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling