-81.4%
COUR vs SPY
+78.1%
-159.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | -6.1% | +2.6% | -8.7% | -8.6% |
| 30D | -27.5% | -2.0% | -25.5% | -25.7% |
| 3M | -39.5% | -2.8% | -36.7% | -37.5% |
| 6M | -33.9% | +2.1% | -36.0% | -35.1% |
| YTD | -52.3% | +11.5% | -63.8% | -57.5% |
| 1Y | -58.4% | +13.5% | -71.8% | -63.7% |
| 3Y | -81.4% | +77.7% | -159.1% | -91.2% |
| All | -81.4% | +78.1% | -159.5% | -91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling