+59.1%
COOK vs SPY
+12.3%
+46.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.4% | +5.4% | +6.6% |
| 7D | +38.3% | +0.1% | +38.2% | +35.4% |
| 30D | +40.1% | -3.3% | +43.5% | +43.0% |
| 3M | +17.9% | -2.4% | +20.3% | +18.8% |
| 6M | +65.0% | +2.6% | +62.4% | +55.7% |
| YTD | +33.9% | +11.2% | +22.7% | +21.3% |
| All | +59.1% | +12.3% | +46.8% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling