-99.3%
COCP vs SPY
+312.5%
-411.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.5% | +5.2% |
| 7D | +6.9% | -0.4% | +7.3% | +7.0% |
| 30D | +14.8% | -1.4% | +16.2% | +15.2% |
| 3M | +21.6% | +3.7% | +17.9% | +20.5% |
| 6M | +20.4% | +13.0% | +7.4% | +17.0% |
| YTD | +26.5% | +12.4% | +14.1% | +23.3% |
| 1Y | -14.5% | +18.5% | -33.0% | -17.5% |
| 3Y | -39.8% | +77.6% | -117.4% | -45.8% |
| 5Y | -90.7% | +81.7% | -172.4% | -91.8% |
| 10Y | -99.3% | +319.7% | -418.9% | -99.6% |
| All | -99.3% | +312.5% | -411.8% | -99.6% |
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 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