-1.8%
COLL vs SPY
+78.7%
-80.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.4% |
| 7D | -2.6% | +0.5% | -3.2% | -2.9% |
| 30D | -20.7% | -0.9% | -19.8% | -20.3% |
| 3M | -29.8% | +3.9% | -33.6% | -31.2% |
| 6M | -37.3% | +14.5% | -51.9% | -42.0% |
| YTD | -49.5% | +12.9% | -62.4% | -53.0% |
| 1Y | -38.1% | +19.4% | -57.5% | -44.2% |
| 3Y | -1.8% | +78.5% | -80.2% | -29.2% |
| All | -1.8% | +78.7% | -80.5% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling