+188.4%
CWCO vs SPY
+322.5%
-134.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.1% |
| 7D | -3.8% | -0.8% | -3.1% | -3.4% |
| 30D | -10.6% | -1.1% | -9.6% | -10.0% |
| 3M | -5.9% | +3.9% | -9.7% | -8.2% |
| 6M | -17.3% | +13.6% | -30.9% | -23.9% |
| YTD | -19.2% | +12.7% | -31.8% | -25.2% |
| 1Y | -14.6% | +17.5% | -32.1% | -23.1% |
| 3Y | -2.6% | +76.9% | -79.5% | -33.3% |
| 5Y | +162.0% | +83.6% | +78.4% | +70.9% |
| All | +188.4% | +322.5% | -134.1% | +3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling