-23.1%
COGT vs SPY
+231.3%
-254.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -2.6% |
| 7D | -1.1% | -0.4% | -0.8% | -0.7% |
| 30D | -17.7% | -1.4% | -16.3% | -16.4% |
| 3M | +6.9% | +3.7% | +3.2% | +2.7% |
| 6M | -7.6% | +13.0% | -20.6% | -19.2% |
| YTD | -3.8% | +12.4% | -16.2% | -15.3% |
| 1Y | +166.6% | +18.5% | +148.1% | +124.1% |
| 3Y | +178.6% | +77.6% | +100.9% | +60.8% |
| 5Y | +323.5% | +81.7% | +241.9% | +138.8% |
| All | -23.1% | +231.3% | -254.3% | -72.0% |
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 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