+307.8%
COCO vs SPY
+81.8%
+225.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -10.7% | +0.1% | -10.8% | -10.8% |
| 30D | -15.0% | +0.1% | -15.0% | -15.1% |
| 3M | -25.5% | +2.0% | -27.5% | -27.3% |
| 6M | -0.1% | +13.0% | -13.1% | -12.6% |
| YTD | +4.0% | +13.5% | -9.5% | -9.7% |
| 1Y | +48.0% | +20.0% | +28.0% | +21.0% |
| 3Y | +103.2% | +77.2% | +26.0% | +1.9% |
| All | +307.8% | +81.8% | +225.9% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling