+124.3%
COF vs SNAP
-43.9%
+168.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.8% | -2.4% |
| 7D | +1.2% | +1.5% | -0.3% | +1.0% |
| 30D | -1.4% | +1.9% | -3.3% | -2.0% |
| 3M | +19.0% | -3.9% | +22.9% | +18.8% |
| 6M | +14.9% | +5.2% | +9.6% | +11.9% |
| YTD | -10.7% | -32.7% | +22.0% | -6.1% |
| 1Y | -1.3% | -24.8% | +23.5% | +1.4% |
| 3Y | +124.3% | -42.2% | +166.5% | +105.2% |
| All | +124.3% | -43.9% | +168.2% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling