-93.4%
COOK vs SPY
+83.6%
-177.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.4% | +5.4% | +4.2% |
| 7D | +38.3% | +0.1% | +38.2% | +35.8% |
| 30D | +40.1% | -3.3% | +43.5% | +45.2% |
| 3M | +17.9% | -2.4% | +20.3% | +20.0% |
| 6M | +65.0% | +2.6% | +62.4% | +55.0% |
| YTD | +33.9% | +11.2% | +22.7% | +10.4% |
| 1Y | +78.5% | +13.4% | +65.2% | +43.6% |
| 3Y | -38.5% | +79.9% | -118.4% | -76.7% |
| 5Y | -93.2% | +72.2% | -165.4% | -97.1% |
| All | -93.4% | +83.6% | -177.0% | -97.4% |
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