+248.9%
COWZ vs SPY
+292.1%
-43.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | -0.3% |
| 7D | -0.5% | -0.9% | +0.4% | +0.2% |
| 30D | +3.8% | -2.4% | +6.1% | +5.9% |
| 3M | +2.1% | -1.2% | +3.2% | +2.9% |
| 6M | +13.6% | +3.3% | +10.3% | +9.5% |
| YTD | +19.7% | +12.3% | +7.4% | +6.5% |
| 1Y | +23.7% | +12.4% | +11.3% | +9.8% |
| 3Y | +55.9% | +78.8% | -22.9% | -12.6% |
| 5Y | +66.4% | +75.2% | -8.8% | -5.3% |
| All | +248.9% | +292.1% | -43.2% | -13.9% |
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