-95.5%
COOK vs SPY
+87.4%
-182.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.4% |
| 7D | -10.5% | +0.1% | -10.7% | -10.8% |
| 30D | -26.6% | +0.1% | -26.6% | -26.8% |
| 3M | -19.5% | +2.0% | -21.5% | -22.3% |
| 6M | +20.4% | +13.0% | +7.4% | -1.4% |
| YTD | -7.5% | +13.5% | -21.0% | -24.7% |
| 1Y | -28.6% | +20.0% | -48.6% | -46.2% |
| 3Y | -77.0% | +77.2% | -154.2% | -90.8% |
| 5Y | -96.3% | +81.9% | -178.1% | -98.5% |
| All | -95.5% | +87.4% | -182.8% | -98.2% |
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