+101.5%
COWG vs SPY
+110.5%
-8.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.3% |
| 7D | -0.2% | +0.5% | -0.7% | -0.8% |
| 30D | +1.2% | -0.9% | +2.2% | +2.4% |
| 3M | +3.1% | +3.9% | -0.8% | -1.2% |
| 6M | +14.9% | +14.5% | +0.4% | -1.5% |
| YTD | +12.2% | +12.9% | -0.7% | -2.2% |
| 1Y | +10.8% | +19.4% | -8.6% | -9.3% |
| 3Y | +79.0% | +78.5% | +0.6% | -5.9% |
| All | +101.5% | +110.5% | -8.9% | -9.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling