-78.9%
COUR vs SPY
+75.1%
-153.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.6% |
| 7D | +7.8% | -2.7% | +10.5% | +10.8% |
| 30D | -26.8% | -5.4% | -21.4% | -22.3% |
| 3M | -32.7% | -4.1% | -28.6% | -29.4% |
| 6M | -38.0% | +0.7% | -38.7% | -38.3% |
| YTD | -49.2% | +8.7% | -57.9% | -53.5% |
| 1Y | -53.2% | +10.9% | -64.1% | -58.2% |
| 3Y | -78.9% | +75.0% | -153.9% | -89.7% |
| All | -78.9% | +75.1% | -153.9% | -89.7% |
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 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