+233.8%
COHR vs SWKS
-37.3%
+271.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.9% | -5.9% |
| 7D | +13.1% | +9.4% | +3.7% | +7.0% |
| 30D | -17.2% | +17.0% | -34.1% | -24.5% |
| 3M | -33.3% | +28.9% | -62.3% | -44.4% |
| 6M | -46.0% | +33.1% | -79.1% | -55.5% |
| YTD | +18.2% | +44.8% | -26.6% | -10.4% |
| 1Y | +55.9% | +36.2% | +19.6% | +23.1% |
| 3Y | +544.7% | +11.5% | +533.2% | +414.3% |
| All | +233.8% | -37.3% | +271.1% | +307.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling