+824.4%
COHR vs SWKS
-16.4%
+840.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.3% |
| 7D | +13.0% | +6.8% | +6.2% | +9.0% |
| 30D | -6.7% | +11.3% | -17.9% | -12.2% |
| 3M | -14.7% | +4.1% | -18.8% | -16.2% |
| 6M | +20.3% | +39.7% | -19.4% | +1.1% |
| YTD | +64.4% | +23.2% | +41.2% | +45.2% |
| 1Y | +205.9% | +5.3% | +200.6% | +192.0% |
| All | +824.4% | -16.4% | +840.8% | +776.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling