-19.7%
COTG vs SPY
+17.7%
-37.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.3% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | -6.9% | +0.1% | -6.9% | -6.8% |
| 3M | -14.5% | +2.0% | -16.5% | -13.4% |
| 6M | -22.9% | +13.0% | -35.9% | -22.1% |
| YTD | +2.6% | +13.5% | -10.9% | +3.3% |
| All | -19.7% | +17.7% | -37.3% | -20.9% |
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