-19.7%
CWCO vs SPY
+14.6%
-34.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -1.0% |
| 7D | +1.4% | -0.7% | +2.2% | +1.8% |
| 30D | -9.7% | -1.0% | -8.6% | -9.2% |
| 3M | -8.1% | -0.3% | -7.8% | -8.0% |
| 6M | -14.3% | +7.3% | -21.7% | -18.0% |
| YTD | -21.4% | +13.3% | -34.7% | -26.8% |
| 1Y | -19.7% | +14.8% | -34.5% | -26.5% |
| All | -19.7% | +14.6% | -34.4% | -26.5% |
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 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