+23.5%
COLD vs SPY
+207.2%
-183.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -1.5% |
| 7D | +10.0% | +0.1% | +9.9% | +9.6% |
| 30D | +14.8% | -3.3% | +18.1% | +17.4% |
| 3M | +9.1% | -2.4% | +11.5% | +10.8% |
| 6M | +11.6% | +2.6% | +9.0% | +8.9% |
| YTD | +31.4% | +11.2% | +20.1% | +20.4% |
| 1Y | +46.3% | +13.4% | +32.9% | +32.1% |
| 3Y | -25.4% | +79.9% | -105.3% | -53.3% |
| 5Y | -32.0% | +72.2% | -104.2% | -56.3% |
| All | +23.5% | +207.2% | -183.7% | -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