-5.1%
COF vs SNPS
+6.4%
-11.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | +0.7% | -3.9% | +4.6% | +1.4% |
| 30D | +5.7% | -5.2% | +10.9% | +6.6% |
| 3M | -6.7% | +14.6% | -21.3% | -9.7% |
| 6M | +9.5% | -6.9% | +16.4% | +10.8% |
| YTD | -13.9% | -1.4% | -12.4% | -17.3% |
| 1Y | -5.1% | +11.2% | -16.3% | -12.8% |
| All | -5.1% | +6.4% | -11.5% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 1y: compounded portfolio wealth divided by compounded SNPS 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…
1y analysis · Full analysis span regression · 6 months rolling