+66.5%
COCO vs SPY
+76.5%
-10.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -3.0% |
| 7D | -10.7% | -0.4% | -10.4% | -10.5% |
| 30D | -18.0% | -1.4% | -16.6% | -17.1% |
| 3M | -30.6% | +3.7% | -34.3% | -32.6% |
| 6M | -2.4% | +13.0% | -15.4% | -11.6% |
| YTD | -2.9% | +12.4% | -15.3% | -11.7% |
| 1Y | +33.4% | +18.5% | +14.9% | +16.3% |
| All | +66.5% | +76.5% | -10.1% | -4.5% |
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