+1,497.7%
COLB vs SPY
+3,074.3%
-1,576.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | +3.2% | +0.5% | +2.7% | +2.7% |
| 30D | -1.9% | -0.9% | -1.0% | -0.9% |
| 3M | +3.2% | +3.9% | -0.7% | -1.0% |
| 6M | +13.7% | +14.5% | -0.9% | -1.8% |
| YTD | +12.4% | +12.9% | -0.6% | -1.4% |
| 1Y | +18.2% | +19.4% | -1.2% | -2.1% |
| 3Y | +76.8% | +78.5% | -1.7% | -3.2% |
| 5Y | +13.6% | +81.8% | -68.2% | -39.1% |
| 10Y | +41.6% | +311.5% | -269.9% | -66.5% |
| All | +1,497.7% | +3,074.3% | -1,576.5% | +53.1% |
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