+64,301.1%
COHR vs SWK
+1,225.0%
+63,076.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.6% | +10.7% | +8.7% |
| 7D | +11.0% | -0.7% | +11.7% | +11.2% |
| 30D | -20.4% | -9.7% | -10.7% | -16.7% |
| 3M | -24.9% | +19.5% | -44.3% | -30.8% |
| 6M | +28.1% | +26.0% | +2.1% | +15.0% |
| YTD | +63.6% | +29.1% | +34.5% | +44.0% |
| 1Y | +205.9% | +23.7% | +182.3% | +172.7% |
| 3Y | +809.3% | +15.3% | +794.0% | +721.3% |
| 5Y | +397.1% | -40.6% | +437.7% | +484.6% |
| 10Y | +1,238.1% | -0.1% | +1,238.2% | +1,133.7% |
| All | +64,301.1% | +1,225.0% | +63,076.0% | +33,225.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling