+1,243.0%
COHR vs SWKS
+58.1%
+1,184.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +9.8% | -13.2% | -10.0% |
| 7D | +10.9% | +17.5% | -6.6% | -1.3% |
| 30D | -10.8% | +23.0% | -33.8% | -23.4% |
| 3M | -17.4% | +19.5% | -36.9% | -26.7% |
| 6M | +12.5% | +54.3% | -41.8% | -17.7% |
| YTD | +58.8% | +35.3% | +23.6% | +24.4% |
| 1Y | +183.3% | +17.9% | +165.4% | +141.7% |
| 3Y | +783.0% | -6.8% | +789.9% | +719.5% |
| 5Y | +377.2% | -45.4% | +422.7% | +549.4% |
| All | +1,243.0% | +58.1% | +1,184.9% | +809.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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