+97.6%
COF vs SN
+490.7%
-393.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +1.8% | -9.3% | +11.2% | +4.4% |
| 30D | -0.6% | -4.8% | +4.2% | +0.6% |
| 3M | +20.3% | +40.4% | -20.1% | +9.2% |
| 6M | +13.0% | +50.9% | -37.9% | +0.1% |
| YTD | -8.3% | +54.9% | -63.3% | -19.4% |
| 1Y | -1.5% | +43.0% | -44.5% | -11.9% |
| 3Y | +122.3% | +391.8% | -269.6% | +67.7% |
| All | +97.6% | +490.7% | -393.1% | +49.1% |
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