+7.6%
COLD vs SPY
+213.5%
-205.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -5.3% | +0.1% | -5.4% | -5.4% |
| 30D | +1.4% | +0.1% | +1.3% | +1.3% |
| 3M | -3.6% | +2.0% | -5.6% | -5.3% |
| 6M | +17.2% | +13.0% | +4.2% | +6.6% |
| YTD | +14.5% | +13.5% | +0.9% | +3.6% |
| 1Y | +9.5% | +20.0% | -10.4% | -5.0% |
| 3Y | -51.0% | +77.2% | -128.1% | -68.8% |
| 5Y | -53.6% | +81.9% | -135.5% | -71.4% |
| All | +7.6% | +213.5% | -205.9% | -57.2% |
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 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