+3,094.0%
SPY vs COO
+18,927.2%
-15,833.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | +0.1% | -2.2% | +2.3% | +0.3% |
| 30D | +0.1% | -7.0% | +7.1% | +0.7% |
| 3M | +2.0% | +12.2% | -10.2% | +0.8% |
| 6M | +13.0% | -15.1% | +28.1% | +14.5% |
| YTD | +13.5% | -15.1% | +28.6% | +15.0% |
| 1Y | +20.0% | +2.3% | +17.6% | +19.4% |
| 3Y | +77.2% | -23.7% | +100.9% | +80.0% |
| 5Y | +81.9% | -38.9% | +120.8% | +87.8% |
| 10Y | +314.1% | +49.9% | +264.1% | +299.4% |
| All | +3,094.0% | +18,927.2% | -15,833.1% | +2,576.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling