+8.5%
COWG vs SPY
+18.1%
-9.7%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.7% |
| 7D | -1.8% | -0.8% | -1.0% | -0.8% |
| 30D | -0.6% | -1.1% | +0.5% | +0.7% |
| 3M | +1.4% | +3.9% | -2.4% | -3.0% |
| 6M | +13.0% | +13.6% | -0.6% | -2.6% |
| YTD | +11.3% | +12.7% | -1.4% | -3.0% |
| 1Y | +8.5% | +17.5% | -9.0% | -10.7% |
| All | +8.5% | +18.1% | -9.7% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling