+122.9%
COGT vs SPY
+14.6%
+108.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | -2.7% |
| 7D | -2.3% | -0.7% | -1.6% | -0.5% |
| 30D | +2.0% | -1.0% | +3.0% | +4.6% |
| 3M | -26.5% | -0.3% | -26.2% | -26.0% |
| 6M | -14.3% | +7.3% | -21.6% | -31.4% |
| YTD | -11.3% | +13.3% | -24.7% | -43.8% |
| 1Y | +122.9% | +14.8% | +108.1% | +19.6% |
| All | +122.9% | +14.6% | +108.2% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling