+34.2%
COSO vs SPY
+38.2%
-4.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +1.5% | +0.1% | +1.3% | +1.4% |
| 30D | +2.4% | +0.1% | +2.4% | +2.4% |
| 3M | +8.1% | +2.0% | +6.1% | +7.4% |
| 6M | +12.6% | +13.0% | -0.4% | +6.2% |
| YTD | +20.7% | +13.5% | +7.1% | +13.5% |
| 1Y | +27.2% | +20.0% | +7.2% | +16.3% |
| All | +34.2% | +38.2% | -4.0% | +19.0% |
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