+65.6%
COWS vs SPY
+78.2%
-12.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.9% |
| 7D | -2.0% | +0.5% | -2.6% | -2.5% |
| 30D | -1.9% | -0.9% | -0.9% | -1.0% |
| 3M | +9.7% | +3.9% | +5.8% | +5.8% |
| 6M | +16.1% | +14.5% | +1.6% | +2.2% |
| YTD | +18.3% | +12.9% | +5.4% | +5.5% |
| 1Y | +23.8% | +19.4% | +4.4% | +4.7% |
| All | +65.6% | +78.2% | -12.6% | -6.1% |
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 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