-64.8%
COZX vs SPY
+15.1%
-79.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | +1.4% |
| 7D | +16.1% | +0.1% | +16.0% | +16.2% |
| 30D | -35.9% | +0.1% | -35.9% | -35.6% |
| 3M | -67.4% | +2.0% | -69.4% | -69.4% |
| 6M | -13.0% | +13.0% | -26.0% | -50.9% |
| YTD | -8.2% | +13.5% | -21.7% | -47.1% |
| All | -64.8% | +15.1% | -79.8% | -80.3% |
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 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