-40.4%
COLM vs SPY
+79.8%
-120.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.2% |
| 7D | -2.4% | -2.0% | -0.4% | -0.5% |
| 30D | +0.7% | -1.7% | +2.3% | +2.3% |
| 3M | -12.0% | +4.7% | -16.8% | -16.2% |
| 6M | +1.2% | +12.5% | -11.3% | -10.1% |
| YTD | +4.0% | +11.7% | -7.7% | -7.1% |
| 1Y | +4.7% | +17.5% | -12.7% | -10.9% |
| 3Y | -16.8% | +76.6% | -93.4% | -53.9% |
| 5Y | -40.4% | +82.0% | -122.4% | -67.5% |
| All | -40.4% | +79.8% | -120.2% | -67.5% |
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 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