+112.7%
COLO vs SPY
+322.5%
-209.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.2% |
| 7D | +2.8% | -0.8% | +3.5% | +3.3% |
| 30D | +6.6% | -1.1% | +7.7% | +7.5% |
| 3M | +20.3% | +3.9% | +16.4% | +16.7% |
| 6M | +33.3% | +13.6% | +19.7% | +20.8% |
| YTD | +44.7% | +12.7% | +32.1% | +32.0% |
| 1Y | +64.2% | +17.5% | +46.7% | +45.0% |
| 3Y | +205.8% | +76.9% | +128.9% | +93.4% |
| 5Y | +152.1% | +83.6% | +68.5% | +51.7% |
| All | +112.7% | +322.5% | -209.7% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling