+152.1%
COLO vs SPY
+82.3%
+69.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | +2.8% | -0.8% | +3.5% | +3.2% |
| 30D | +6.6% | -1.1% | +7.7% | +7.3% |
| 3M | +20.3% | +3.9% | +16.4% | +17.6% |
| 6M | +33.3% | +13.6% | +19.7% | +23.8% |
| YTD | +44.7% | +12.7% | +32.1% | +35.2% |
| 1Y | +64.2% | +17.5% | +46.7% | +49.7% |
| 3Y | +205.8% | +76.9% | +128.9% | +120.2% |
| All | +152.1% | +82.3% | +69.8% | +73.2% |
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