+176.7%
COGT vs SPY
+72.1%
+104.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.5% |
| 7D | -9.7% | +2.6% | -12.3% | -12.6% |
| 30D | +1.5% | -2.0% | +3.4% | +4.1% |
| 3M | -23.5% | -2.8% | -20.7% | -20.6% |
| 6M | -16.7% | +2.1% | -18.8% | -18.5% |
| YTD | -19.6% | +11.5% | -31.1% | -29.4% |
| 1Y | -15.6% | +13.5% | -29.0% | -27.4% |
| 3Y | +326.3% | +77.7% | +248.6% | +152.2% |
| All | +176.7% | +72.1% | +104.6% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling