+143.7%
COF vs SNAP
-78.1%
+221.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -3.4% | +6.0% | -9.4% | -4.2% |
| 30D | +0.4% | -13.8% | +14.1% | +2.2% |
| 3M | -12.5% | -0.8% | -11.8% | -13.0% |
| 6M | +8.3% | -6.2% | +14.5% | +8.0% |
| YTD | -18.6% | -34.8% | +16.3% | -15.1% |
| 1Y | -8.6% | -38.7% | +30.1% | -3.9% |
| 3Y | +94.7% | -53.5% | +148.1% | +101.8% |
| 5Y | +35.3% | -90.2% | +125.5% | +55.3% |
| All | +143.7% | -78.1% | +221.8% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling