-51.7%
COUR vs SPY
+14.6%
-66.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.5% | +4.1% |
| 7D | -17.0% | -0.7% | -16.3% | -16.5% |
| 30D | -24.7% | -1.0% | -23.7% | -24.1% |
| 3M | -36.1% | -0.3% | -35.7% | -35.7% |
| 6M | -33.1% | +7.3% | -40.4% | -33.9% |
| YTD | -47.0% | +13.3% | -60.3% | -49.2% |
| 1Y | -51.7% | +14.8% | -66.5% | -54.0% |
| All | -51.7% | +14.6% | -66.3% | -54.0% |
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