-70.3%
COIG vs SPY
+37.0%
-107.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -0.2% |
| 7D | -20.6% | -2.0% | -18.6% | -12.9% |
| 30D | +25.8% | -1.7% | +27.5% | +37.9% |
| 3M | +5.4% | +4.7% | +0.7% | -11.5% |
| 6M | -44.7% | +12.5% | -57.3% | -64.2% |
| YTD | -65.2% | +11.7% | -76.9% | -75.2% |
| 1Y | -84.9% | +17.5% | -102.3% | -90.4% |
| All | -70.3% | +37.0% | -107.2% | -86.8% |
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