+96.7%
COF vs SN
+441.3%
-344.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -4.5% | +3.5% | -8.0% | -5.5% |
| 30D | -2.0% | +19.4% | -21.5% | -7.6% |
| 3M | -9.7% | +20.9% | -30.7% | -15.5% |
| 6M | +8.0% | +111.1% | -103.1% | -16.5% |
| YTD | -17.7% | +102.8% | -120.5% | -35.9% |
| 1Y | -9.3% | +146.2% | -155.5% | -33.7% |
| All | +96.7% | +441.3% | -344.6% | +14.0% |
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