+183.3%
COHR vs SWKS
+15.6%
+167.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +9.8% | -13.2% | -8.5% |
| 7D | +10.9% | +17.5% | -6.6% | +1.2% |
| 30D | -10.8% | +23.0% | -33.8% | -20.8% |
| 3M | -17.4% | +19.5% | -36.9% | -24.9% |
| 6M | +12.5% | +54.3% | -41.8% | -5.2% |
| YTD | +58.8% | +35.3% | +23.6% | +38.7% |
| 1Y | +183.3% | +17.9% | +165.4% | +155.9% |
| All | +183.3% | +15.6% | +167.7% | +155.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling