-69.3%
COIG vs SPY
+38.1%
-107.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.3% | -0.6% |
| 7D | -10.4% | -0.8% | -9.6% | -7.0% |
| 30D | +29.1% | -1.1% | +30.1% | +37.7% |
| 3M | +0.6% | +3.9% | -3.3% | -12.6% |
| 6M | -44.2% | +13.6% | -57.8% | -65.4% |
| YTD | -64.1% | +12.7% | -76.8% | -75.3% |
| 1Y | -85.2% | +17.5% | -102.7% | -90.7% |
| All | -69.3% | +38.1% | -107.5% | -86.9% |
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