+91.5%
COLL vs SPY
+346.5%
-255.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -7.2% | +0.1% | -7.3% | -7.3% |
| 30D | -34.2% | +0.1% | -34.2% | -34.1% |
| 3M | -28.0% | +2.0% | -30.0% | -29.7% |
| 6M | -40.6% | +13.0% | -53.6% | -47.5% |
| YTD | -49.2% | +13.5% | -62.7% | -55.4% |
| 1Y | -40.0% | +20.0% | -60.0% | -50.3% |
| 3Y | -0.9% | +77.2% | -78.1% | -46.2% |
| 5Y | +16.8% | +81.9% | -65.1% | -40.0% |
| 10Y | +162.0% | +314.1% | -152.0% | -58.7% |
| All | +91.5% | +346.5% | -255.0% | -72.6% |
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