+17.0%
COLL vs SPY
+81.0%
-64.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.2% |
| 7D | -3.9% | -0.4% | -3.5% | -3.7% |
| 30D | -14.1% | -1.4% | -12.7% | -13.4% |
| 3M | -32.1% | +3.7% | -35.8% | -33.6% |
| 6M | -37.3% | +13.0% | -50.3% | -41.9% |
| YTD | -49.5% | +12.4% | -61.9% | -53.1% |
| 1Y | -38.5% | +18.5% | -57.0% | -44.8% |
| 3Y | -1.8% | +77.6% | -79.4% | -32.1% |
| 5Y | +17.0% | +81.7% | -64.7% | -21.9% |
| All | +17.0% | +81.0% | -64.0% | -21.9% |
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