+45.4%
COF vs SAN
+379.7%
-334.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.6% |
| 7D | -6.1% | -2.8% | -3.3% | -4.7% |
| 30D | -5.2% | -0.5% | -4.6% | -4.9% |
| 3M | +17.0% | +22.7% | -5.7% | +5.5% |
| 6M | +12.9% | +28.8% | -15.9% | -1.0% |
| YTD | -13.5% | +26.3% | -39.8% | -24.0% |
| 1Y | -5.9% | +48.8% | -54.7% | -24.1% |
| 3Y | +117.1% | +347.2% | -230.1% | -5.2% |
| 5Y | +45.4% | +383.8% | -338.4% | -41.9% |
| All | +45.4% | +379.7% | -334.4% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling