+36.8%
COF vs SNAP
-90.1%
+126.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | -0.5% |
| 7D | -4.5% | -9.8% | +5.3% | -3.0% |
| 30D | -2.0% | -18.2% | +16.2% | +0.9% |
| 3M | -9.7% | -3.1% | -6.7% | -10.0% |
| 6M | +8.0% | -7.1% | +15.1% | +7.7% |
| YTD | -17.7% | -33.8% | +16.1% | -14.0% |
| 1Y | -9.3% | -39.0% | +29.7% | -4.0% |
| 3Y | +96.3% | -52.8% | +149.1% | +102.7% |
| All | +36.8% | -90.1% | +126.8% | +64.8% |
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