+107.1%
COHN vs SPY
+322.5%
-215.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -4.8% | -0.8% | -4.0% | -4.5% |
| 30D | -8.0% | -1.1% | -6.9% | -7.5% |
| 3M | -6.1% | +3.9% | -9.9% | -7.6% |
| 6M | -33.7% | +13.6% | -47.3% | -37.0% |
| YTD | -46.0% | +12.7% | -58.7% | -48.6% |
| 1Y | +9.6% | +17.5% | -7.9% | +2.4% |
| 3Y | +51.8% | +76.9% | -25.1% | +19.2% |
| 5Y | -5.4% | +83.6% | -89.0% | -27.5% |
| All | +107.1% | +322.5% | -215.4% | -0.4% |
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