-99.9%
COCP vs SPY
+596.3%
-696.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.8% |
| 7D | +4.0% | -2.7% | +6.7% | +5.3% |
| 30D | -1.9% | -5.4% | +3.5% | +0.7% |
| 3M | +1.0% | -4.1% | +5.1% | +2.9% |
| 6M | -26.2% | +0.7% | -26.9% | -26.5% |
| YTD | +6.1% | +8.7% | -2.5% | +2.2% |
| 1Y | +3.0% | +10.9% | -7.9% | -1.7% |
| 3Y | -40.6% | +75.0% | -115.6% | -54.2% |
| 5Y | -90.9% | +67.8% | -158.7% | -92.9% |
| 10Y | -99.4% | +312.9% | -412.2% | -99.8% |
| All | -99.9% | +596.3% | -696.2% | -100.0% |
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