+23.1%
COLD vs SPY
+200.1%
-177.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.0% |
| 7D | +11.4% | -2.7% | +14.1% | +13.5% |
| 30D | +17.3% | -5.4% | +22.7% | +22.0% |
| 3M | +12.8% | -4.1% | +16.9% | +16.1% |
| 6M | +29.9% | +0.7% | +29.2% | +28.6% |
| YTD | +31.0% | +8.7% | +22.3% | +22.3% |
| 1Y | +44.5% | +10.9% | +33.6% | +32.7% |
| 3Y | -28.3% | +75.0% | -103.3% | -54.2% |
| 5Y | -32.6% | +67.8% | -100.4% | -55.8% |
| All | +23.1% | +200.1% | -177.0% | -49.5% |
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