+120.8%
COF vs SN
+368.4%
-247.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.4% |
| 7D | -2.7% | -3.4% | +0.7% | -1.6% |
| 30D | -3.4% | -9.1% | +5.7% | -0.6% |
| 3M | +15.4% | +31.8% | -16.4% | +4.9% |
| 6M | +14.4% | +52.0% | -37.6% | -1.4% |
| YTD | -12.0% | +51.3% | -63.3% | -24.1% |
| 1Y | -3.7% | +46.9% | -50.6% | -16.6% |
| All | +120.8% | +368.4% | -247.6% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling