+46.3%
COCO vs SPY
+12.1%
+34.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.2% |
| 7D | +1.1% | +2.6% | -1.5% | -0.8% |
| 30D | +7.8% | -2.0% | +9.8% | +9.2% |
| 3M | -3.2% | -2.8% | -0.4% | -1.4% |
| 6M | -15.6% | +2.1% | -17.7% | -17.2% |
| YTD | +19.1% | +11.5% | +7.6% | +4.6% |
| 1Y | +46.3% | +13.5% | +32.9% | +25.6% |
| All | +46.3% | +12.1% | +34.3% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling