-22.0%
COTG vs SPY
+16.5%
-38.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -2.2% |
| 7D | -5.7% | -0.4% | -5.3% | -5.8% |
| 30D | -11.2% | -1.4% | -9.8% | -11.5% |
| 3M | -16.3% | +3.7% | -20.0% | -15.2% |
| 6M | -24.6% | +13.0% | -37.6% | -24.2% |
| YTD | -0.3% | +12.4% | -12.7% | 0.0% |
| All | -22.0% | +16.5% | -38.4% | -23.4% |
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