+216.4%
COLO vs SPY
+1,102.0%
-885.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.8% |
| 7D | +5.1% | -0.4% | +5.5% | +5.4% |
| 30D | +9.4% | -1.4% | +10.8% | +10.5% |
| 3M | +27.4% | +3.7% | +23.7% | +23.9% |
| 6M | +38.7% | +13.0% | +25.7% | +26.6% |
| YTD | +45.6% | +12.4% | +33.2% | +33.5% |
| 1Y | +66.4% | +18.5% | +47.9% | +46.5% |
| 3Y | +209.5% | +77.6% | +131.9% | +99.1% |
| 5Y | +152.7% | +81.7% | +71.0% | +56.9% |
| 10Y | +112.2% | +319.7% | -207.4% | -29.9% |
| All | +216.4% | +1,102.0% | -885.6% | -40.4% |
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 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