-63.2%
SPCH vs COO
-5.6%
-57.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.9% | -13.5% | -8.0% |
| 7D | -13.4% | +8.4% | -21.8% | -14.0% |
| 30D | -39.6% | +13.5% | -53.1% | -40.9% |
| 3M | -1.4% | -13.8% | +12.3% | +11.3% |
| All | -63.2% | -5.6% | -57.6% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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 · Available span rolling