+278.0%
COCO vs SPY
+78.9%
+199.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.1% |
| 7D | -7.2% | -2.0% | -5.2% | -5.3% |
| 30D | -20.7% | -1.7% | -19.1% | -19.4% |
| 3M | -35.1% | +4.7% | -39.8% | -38.3% |
| 6M | -6.9% | +12.5% | -19.4% | -18.3% |
| YTD | -3.6% | +11.7% | -15.3% | -14.8% |
| 1Y | +32.6% | +17.5% | +15.1% | +10.8% |
| 3Y | +79.0% | +76.6% | +2.5% | -10.1% |
| All | +278.0% | +78.9% | +199.1% | +113.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling