-17.8%
COTG vs SPY
+18.1%
-36.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -0.4% |
| 7D | -2.2% | +0.3% | -2.4% | -2.1% |
| 30D | -5.8% | +0.2% | -6.1% | -5.7% |
| 3M | -10.6% | +2.8% | -13.3% | -9.3% |
| 6M | -21.2% | +14.3% | -35.4% | -20.3% |
| YTD | +4.9% | +14.0% | -9.1% | +5.7% |
| All | -17.8% | +18.1% | -36.0% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling