-92.9%
COCH vs SPY
+77.0%
-169.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.4% | +3.9% |
| 7D | +4.2% | -0.8% | +5.0% | +4.5% |
| 30D | -0.7% | -1.1% | +0.4% | -0.3% |
| 3M | +12.5% | +3.9% | +8.6% | +11.2% |
| 6M | -3.0% | +13.6% | -16.6% | -6.5% |
| YTD | +12.0% | +12.7% | -0.7% | +8.4% |
| 1Y | -44.4% | +17.5% | -61.9% | -46.3% |
| 3Y | -92.9% | +76.9% | -169.8% | -92.9% |
| All | -92.9% | +77.0% | -169.9% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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