-93.8%
COOK vs SPY
+72.2%
-166.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.3% | -9.1% |
| 7D | +28.4% | -0.6% | +29.0% | +27.4% |
| 30D | +26.6% | -3.7% | +30.3% | +32.0% |
| 3M | +6.6% | -2.7% | +9.4% | +9.2% |
| 6M | +49.1% | +2.2% | +46.9% | +41.0% |
| YTD | +21.0% | +10.8% | +10.2% | +0.5% |
| 1Y | +43.8% | +11.2% | +32.5% | +19.2% |
| 3Y | -36.9% | +76.5% | -113.3% | -75.1% |
| 5Y | -93.8% | +72.9% | -166.7% | -97.4% |
| All | -93.8% | +72.2% | -166.0% | -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 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