-5.7%
COF vs SAN
+51.4%
-57.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.4% |
| 7D | -5.1% | +0.2% | -5.3% | -5.2% |
| 30D | -6.0% | +0.9% | -7.0% | -6.4% |
| 3M | +14.8% | +19.1% | -4.3% | +6.7% |
| 6M | +15.3% | +33.2% | -17.9% | +2.5% |
| YTD | -13.0% | +29.1% | -42.2% | -21.8% |
| 1Y | -5.7% | +50.2% | -56.0% | -17.9% |
| All | -5.7% | +51.4% | -57.2% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling