+174.3%
COF vs SNAP
-77.2%
+251.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.2% |
| 7D | +1.8% | +0.7% | +1.1% | +1.7% |
| 30D | -0.6% | +2.6% | -3.2% | -1.2% |
| 3M | +20.3% | -9.9% | +30.2% | +21.3% |
| 6M | +13.0% | +1.9% | +11.2% | +11.3% |
| YTD | -8.3% | -32.2% | +23.9% | -4.5% |
| 1Y | -1.5% | -22.8% | +21.4% | +0.4% |
| 3Y | +122.3% | -47.6% | +169.9% | +127.2% |
| 5Y | +52.5% | -92.7% | +145.2% | +80.4% |
| All | +174.3% | -77.2% | +251.5% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling