+16.3%
COLB vs SPY
+79.8%
-63.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.3% |
| 7D | -1.3% | -2.0% | +0.6% | +0.8% |
| 30D | -4.1% | -1.7% | -2.5% | -2.4% |
| 3M | +0.3% | +4.7% | -4.4% | -4.7% |
| 6M | +14.2% | +12.5% | +1.7% | +0.2% |
| YTD | +11.5% | +11.7% | -0.2% | -1.3% |
| 1Y | +20.4% | +17.5% | +3.0% | +1.0% |
| 3Y | +75.4% | +76.6% | -1.1% | -2.3% |
| 5Y | +16.3% | +82.0% | -65.7% | -37.6% |
| All | +16.3% | +79.8% | -63.4% | -37.6% |
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