-91.6%
COUR vs SPY
+104.1%
-195.8%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.7% |
| 7D | +1.3% | -0.6% | +1.9% | +2.0% |
| 30D | -27.1% | -3.7% | -23.5% | -23.3% |
| 3M | -34.7% | -2.7% | -32.0% | -32.0% |
| 6M | -34.9% | +2.2% | -37.1% | -36.8% |
| YTD | -48.9% | +10.8% | -59.7% | -55.6% |
| 1Y | -54.9% | +11.2% | -66.2% | -61.1% |
| 3Y | -79.8% | +76.5% | -156.3% | -90.9% |
| 5Y | -89.1% | +72.9% | -162.0% | -94.8% |
| All | -91.6% | +104.1% | -195.8% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling