+309.3%
SPY vs COO
+40.1%
+269.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +3.3% | -2.1% | +5.4% | +4.0% |
| 30D | -2.7% | +13.9% | -16.6% | -7.2% |
| 3M | -1.7% | -18.9% | +17.2% | +4.9% |
| 6M | +3.1% | +3.7% | -0.7% | -0.1% |
| YTD | +11.9% | -24.1% | +36.0% | +21.6% |
| 1Y | +12.0% | -14.2% | +26.2% | +15.8% |
| 3Y | +78.2% | -24.5% | +102.6% | +85.4% |
| 5Y | +73.2% | -40.4% | +113.7% | +95.9% |
| All | +309.3% | +40.1% | +269.3% | +245.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling