-50.2%
COIW vs SPY
+20.8%
-71.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -3.8% |
| 7D | +4.0% | +0.1% | +3.9% | +4.0% |
| 30D | +27.1% | +0.1% | +27.1% | +27.8% |
| 3M | +12.6% | +2.0% | +10.6% | +6.5% |
| 6M | -17.4% | +13.0% | -30.4% | -46.5% |
| YTD | -25.6% | +13.5% | -39.2% | -51.4% |
| 1Y | -50.2% | +20.0% | -70.1% | -73.8% |
| All | -50.2% | +20.8% | -71.0% | -73.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling