-84.5%
COUR vs SPY
+81.8%
-166.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.3% |
| 7D | -9.9% | +0.5% | -10.4% | -10.5% |
| 30D | -4.1% | -0.9% | -3.2% | -2.9% |
| 3M | +5.3% | +3.9% | +1.4% | -0.2% |
| 6M | -9.6% | +14.5% | -24.1% | -25.2% |
| YTD | -24.3% | +12.9% | -37.2% | -36.3% |
| 1Y | -52.0% | +19.4% | -71.3% | -62.6% |
| 3Y | -69.2% | +78.5% | -147.7% | -86.7% |
| 5Y | -84.5% | +81.8% | -166.2% | -93.1% |
| All | -84.5% | +81.8% | -166.2% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling