+307.3%
SPY vs COO
+40.7%
+266.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.2% | +1.5% |
| 7D | +0.1% | +4.3% | -4.2% | -1.4% |
| 30D | -3.3% | +17.6% | -20.9% | -8.8% |
| 3M | -2.4% | -13.9% | +11.5% | +1.9% |
| 6M | +2.6% | +6.6% | -4.0% | -1.6% |
| YTD | +11.2% | -22.0% | +33.2% | +19.7% |
| 1Y | +13.4% | -8.8% | +22.2% | +14.7% |
| 3Y | +79.9% | -21.5% | +101.4% | +84.5% |
| 5Y | +72.2% | -41.0% | +113.2% | +95.8% |
| 10Y | +307.3% | +40.9% | +266.4% | +248.1% |
| All | +307.3% | +40.7% | +266.6% | +248.1% |
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