-93.9%
COOK vs SPY
+79.3%
-173.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.3% | +7.9% | +7.7% |
| 7D | +26.8% | -2.7% | +29.5% | +29.7% |
| 30D | +29.7% | -5.4% | +35.1% | +38.6% |
| 3M | +12.9% | -4.1% | +17.0% | +17.8% |
| 6M | +56.5% | +0.7% | +55.8% | +50.8% |
| YTD | +24.3% | +8.7% | +15.6% | +6.0% |
| 1Y | +55.7% | +10.9% | +44.8% | +29.3% |
| 3Y | -52.7% | +75.0% | -127.7% | -81.3% |
| 5Y | -93.7% | +67.8% | -161.5% | -97.1% |
| All | -93.9% | +79.3% | -173.2% | -97.5% |
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