-33.6%
COLD vs SPY
+72.1%
-105.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.3% | +5.2% |
| 7D | +4.2% | +2.6% | +1.7% | +2.2% |
| 30D | +20.9% | -2.0% | +22.8% | +22.3% |
| 3M | +12.2% | -2.8% | +14.9% | +14.2% |
| 6M | +15.4% | +2.1% | +13.2% | +13.0% |
| YTD | +36.5% | +11.5% | +25.0% | +24.7% |
| 1Y | +66.6% | +13.5% | +53.2% | +50.1% |
| 3Y | -20.2% | +77.7% | -97.9% | -50.5% |
| All | -33.6% | +72.1% | -105.7% | -59.0% |
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 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