+75.6%
COF vs SN
+671.3%
-595.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.1% | 0.0% |
| 7D | -3.4% | +1.5% | -4.9% | -3.8% |
| 30D | +0.4% | +21.5% | -21.1% | -4.8% |
| 3M | -12.5% | +20.0% | -32.6% | -17.0% |
| 6M | +8.3% | +119.9% | -111.6% | -13.1% |
| YTD | -18.6% | +102.3% | -120.9% | -33.4% |
| 1Y | -8.6% | +148.0% | -156.6% | -29.1% |
| 3Y | +94.7% | +450.0% | -355.3% | +37.0% |
| All | +75.6% | +671.3% | -595.7% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling