-95.6%
COHN vs SPY
+929.0%
-1,024.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -4.8% | -0.8% | -4.0% | -4.4% |
| 30D | -8.0% | -1.1% | -6.9% | -7.4% |
| 3M | -6.1% | +3.9% | -9.9% | -7.9% |
| 6M | -33.7% | +13.6% | -47.3% | -37.8% |
| YTD | -46.0% | +12.7% | -58.7% | -49.3% |
| 1Y | +9.6% | +17.5% | -7.9% | +0.7% |
| 3Y | +51.8% | +76.9% | -25.1% | +11.7% |
| 5Y | -5.4% | +83.6% | -89.0% | -32.6% |
| 10Y | +115.9% | +320.7% | -204.8% | -6.2% |
| All | -95.6% | +929.0% | -1,024.6% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling