-87.1%
COUR vs SPY
+109.1%
-196.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.0% |
| 7D | -10.4% | +0.1% | -10.5% | -10.5% |
| 30D | -0.2% | +0.1% | -0.2% | -0.1% |
| 3M | +4.1% | +2.0% | +2.1% | +1.1% |
| 6M | -11.2% | +13.0% | -24.2% | -24.9% |
| YTD | -21.2% | +13.5% | -34.7% | -33.9% |
| 1Y | -48.3% | +20.0% | -68.3% | -59.8% |
| 3Y | -66.7% | +77.2% | -143.9% | -85.1% |
| 5Y | -85.4% | +81.9% | -167.3% | -93.4% |
| All | -87.1% | +109.1% | -196.2% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling