+966.7%
COLM vs SPY
+1,026.8%
-60.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | +1.6% | +0.5% | +1.0% | +1.1% |
| 30D | +1.1% | -0.9% | +2.1% | +2.0% |
| 3M | -11.0% | +3.9% | -14.8% | -14.1% |
| 6M | +0.5% | +14.5% | -14.1% | -11.3% |
| YTD | +6.4% | +12.9% | -6.6% | -4.8% |
| 1Y | +4.2% | +19.4% | -15.1% | -11.2% |
| 3Y | -14.9% | +78.5% | -93.4% | -49.7% |
| 5Y | -37.4% | +81.8% | -119.1% | -63.2% |
| 10Y | +17.8% | +311.5% | -293.8% | -65.8% |
| All | +966.7% | +1,026.8% | -60.1% | +40.1% |
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