+3,034.2%
CWCO vs SPY
+2,737.6%
+296.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -1.8% | -0.4% | -1.4% | -1.6% |
| 30D | -5.9% | -1.4% | -4.5% | -5.1% |
| 3M | -5.2% | +3.7% | -8.9% | -7.5% |
| 6M | -19.3% | +13.0% | -32.3% | -25.6% |
| YTD | -18.3% | +12.4% | -30.7% | -24.4% |
| 1Y | -13.0% | +18.5% | -31.6% | -22.2% |
| 3Y | +1.5% | +77.6% | -76.1% | -30.7% |
| 5Y | +161.8% | +81.7% | +80.1% | +71.9% |
| 10Y | +194.7% | +319.7% | -124.9% | +11.4% |
| All | +3,034.2% | +2,737.6% | +296.6% | +458.7% |
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