+47.8%
COF vs SNAP
-92.8%
+140.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.1% |
| 7D | -2.7% | -5.0% | +2.4% | -1.8% |
| 30D | -3.4% | -0.7% | -2.6% | -3.5% |
| 3M | +15.4% | -5.0% | +20.4% | +15.5% |
| 6M | +14.4% | +3.5% | +10.9% | +12.2% |
| YTD | -12.0% | -34.2% | +22.2% | -7.5% |
| 1Y | -3.7% | -27.1% | +23.3% | -0.9% |
| 3Y | +121.1% | -43.5% | +164.5% | +123.0% |
| 5Y | +47.8% | -92.9% | +140.7% | +66.9% |
| All | +47.8% | -92.8% | +140.7% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling