+311.5%
SPY vs COO
+43.7%
+267.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.4% |
| 7D | +0.5% | -2.3% | +2.8% | +1.4% |
| 30D | -0.9% | -8.8% | +7.9% | +2.3% |
| 3M | +3.9% | +1.3% | +2.5% | +2.9% |
| 6M | +14.5% | -11.6% | +26.1% | +18.9% |
| YTD | +12.9% | -17.4% | +30.3% | +20.1% |
| 1Y | +19.4% | -1.6% | +21.0% | +18.1% |
| 3Y | +78.5% | -22.6% | +101.1% | +86.5% |
| 5Y | +81.8% | -40.3% | +122.1% | +108.2% |
| 10Y | +311.5% | +45.2% | +266.3% | +245.4% |
| All | +311.5% | +43.7% | +267.8% | +245.4% |
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