+187.5%
COGT vs SPY
+78.7%
+108.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.4% |
| 7D | +1.7% | +0.5% | +1.2% | +0.7% |
| 30D | -16.8% | -0.9% | -15.8% | -15.4% |
| 3M | +13.2% | +3.9% | +9.3% | +5.9% |
| 6M | -4.9% | +14.5% | -19.4% | -25.0% |
| YTD | -0.7% | +12.9% | -13.6% | -19.9% |
| 1Y | +178.2% | +19.4% | +158.9% | +108.4% |
| 3Y | +187.5% | +78.5% | +109.1% | +23.7% |
| All | +187.5% | +78.7% | +108.8% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling