-99.9%
COCP vs SPY
+627.5%
-727.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +10.8% | +0.1% | +10.7% | +10.8% |
| 3M | +7.6% | +2.0% | +5.6% | +6.7% |
| 6M | +9.7% | +13.0% | -3.3% | +3.6% |
| YTD | +15.3% | +13.5% | +1.8% | +8.9% |
| 1Y | -22.6% | +20.0% | -42.6% | -28.6% |
| 3Y | -59.4% | +77.2% | -136.5% | -68.9% |
| 5Y | -91.7% | +81.9% | -173.6% | -93.8% |
| 10Y | -99.4% | +314.1% | -413.4% | -99.8% |
| All | -99.9% | +627.5% | -727.4% | -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