+160.2%
COF vs SNAP
-76.3%
+236.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.2% |
| 7D | -5.1% | +3.8% | -9.0% | -5.7% |
| 30D | -6.0% | +9.2% | -15.3% | -7.4% |
| 3M | +14.8% | +6.6% | +8.3% | +13.0% |
| 6M | +15.3% | +16.9% | -1.5% | +11.3% |
| YTD | -13.0% | -29.6% | +16.6% | -9.9% |
| 1Y | -5.7% | -22.1% | +16.4% | -4.1% |
| 3Y | +118.1% | -39.8% | +158.0% | +118.8% |
| 5Y | +46.2% | -92.4% | +138.6% | +71.9% |
| All | +160.2% | -76.3% | +236.5% | +119.5% |
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