+24.4%
COLD vs SPY
+210.1%
-185.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.7% |
| 7D | +6.5% | -0.9% | +7.4% | +6.9% |
| 30D | +16.1% | -2.4% | +18.4% | +17.8% |
| 3M | +13.5% | -1.2% | +14.7% | +14.2% |
| 6M | +14.5% | +3.3% | +11.3% | +11.2% |
| YTD | +32.3% | +12.3% | +20.1% | +20.5% |
| 1Y | +52.6% | +12.4% | +40.1% | +38.7% |
| 3Y | -24.6% | +78.8% | -103.4% | -52.5% |
| 5Y | -33.7% | +75.2% | -108.9% | -57.9% |
| All | +24.4% | +210.1% | -185.7% | -50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling