+249.0%
COWZ vs SPY
+296.4%
-47.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +5.5% | +0.1% | +5.4% | +5.4% |
| 3M | +10.6% | +2.0% | +8.6% | +8.3% |
| 6M | +11.9% | +13.0% | -1.1% | -0.7% |
| YTD | +19.8% | +13.5% | +6.2% | +5.7% |
| 1Y | +26.6% | +20.0% | +6.7% | +5.9% |
| 3Y | +47.5% | +77.2% | -29.7% | -16.3% |
| 5Y | +74.8% | +81.9% | -7.1% | -3.9% |
| All | +249.0% | +296.4% | -47.4% | -14.5% |
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