-95.3%
COOT vs SPY
+82.3%
-177.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.2% | +2.8% |
| 7D | -9.1% | -0.8% | -8.3% | -8.9% |
| 30D | +0.8% | -1.1% | +1.9% | +1.1% |
| 3M | -28.7% | +3.9% | -32.6% | -29.5% |
| 6M | -36.0% | +13.6% | -49.6% | -38.3% |
| YTD | -7.0% | +12.7% | -19.7% | -10.2% |
| 1Y | -14.5% | +17.5% | -32.0% | -18.0% |
| 3Y | -95.8% | +76.9% | -172.7% | -96.1% |
| All | -95.3% | +82.3% | -177.5% | -95.6% |
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