-64.8%
SPCH vs COO
-8.6%
-56.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -1.8% | +18.6% | +16.9% |
| 7D | -3.0% | +4.7% | -7.7% | -3.5% |
| 30D | -39.8% | +13.9% | -53.7% | -41.7% |
| 3M | +16.8% | -14.9% | +31.8% | +30.3% |
| All | -64.8% | -8.6% | -56.2% | -64.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling