-52.0%
COUR vs SPY
+19.4%
-71.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.8% |
| 7D | -9.9% | +0.5% | -10.4% | -10.0% |
| 30D | -4.1% | -0.9% | -3.2% | -3.8% |
| 3M | +5.3% | +3.9% | +1.4% | +4.6% |
| 6M | -9.6% | +14.5% | -24.1% | -15.6% |
| YTD | -24.3% | +12.9% | -37.2% | -28.6% |
| 1Y | -52.0% | +19.4% | -71.3% | -57.9% |
| All | -52.0% | +19.4% | -71.4% | -57.9% |
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 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