-94.4%
COOK vs SPY
+85.3%
-179.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.8% | -7.4% |
| 7D | +24.2% | -0.9% | +25.1% | +24.0% |
| 30D | +20.1% | -2.4% | +22.4% | +22.4% |
| 3M | -2.7% | -1.2% | -1.6% | -2.9% |
| 6M | +49.5% | +3.3% | +46.2% | +38.9% |
| YTD | +14.4% | +12.3% | +2.1% | -7.0% |
| 1Y | +24.8% | +12.4% | +12.4% | +1.6% |
| 3Y | -40.3% | +78.8% | -119.1% | -77.1% |
| 5Y | -93.8% | +75.2% | -169.0% | -97.4% |
| All | -94.4% | +85.3% | -179.7% | -97.8% |
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