+8.7%
COLD vs SPY
+21.3%
-12.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -4.0% |
| 7D | -6.1% | +0.3% | -6.4% | -6.3% |
| 30D | -0.4% | +0.2% | -0.7% | -0.6% |
| 3M | -2.0% | +2.8% | -4.8% | -3.7% |
| 6M | +15.2% | +14.3% | +1.0% | +4.1% |
| YTD | +13.6% | +14.0% | -0.4% | +2.7% |
| All | +8.7% | +21.3% | -12.6% | -7.0% |
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