+82.5%
SPY vs COO
-38.8%
+121.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | +0.1% | -2.2% | +2.3% | +0.8% |
| 30D | +0.1% | -7.0% | +7.1% | +2.1% |
| 3M | +2.0% | +12.2% | -10.2% | -2.1% |
| 6M | +13.0% | -15.1% | +28.1% | +18.4% |
| YTD | +13.5% | -15.1% | +28.6% | +18.9% |
| 1Y | +20.0% | +2.3% | +17.6% | +17.6% |
| 3Y | +77.2% | -23.7% | +100.9% | +85.5% |
| All | +82.5% | -38.8% | +121.3% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling