+36.9%
COSO vs SPY
+35.4%
+1.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.2% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | +6.7% | -3.3% | +10.0% | +8.0% |
| 3M | +1.6% | -2.4% | +4.1% | +2.5% |
| 6M | +10.5% | +2.6% | +8.0% | +9.1% |
| YTD | +23.1% | +11.2% | +11.8% | +16.6% |
| 1Y | +34.7% | +13.4% | +21.3% | +26.4% |
| All | +36.9% | +35.4% | +1.5% | +22.2% |
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