+5,862.7%
COF vs SAN
+2,003.8%
+3,858.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | +1.8% | +1.8% | 0.0% | +0.8% |
| 30D | -0.6% | +2.0% | -2.5% | -1.7% |
| 3M | +20.3% | +19.7% | +0.6% | +8.6% |
| 6M | +13.0% | +30.6% | -17.6% | -3.5% |
| YTD | -8.3% | +28.8% | -37.2% | -21.7% |
| 1Y | -1.5% | +57.8% | -59.2% | -25.1% |
| 3Y | +122.3% | +338.1% | -215.9% | -8.1% |
| 5Y | +52.5% | +384.2% | -331.7% | -42.3% |
| 10Y | +264.9% | +353.1% | -88.3% | +37.1% |
| All | +5,862.7% | +2,003.8% | +3,858.9% | +1,058.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling