-1.5%
COF vs SNPS
-33.5%
+32.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +0.2% |
| 7D | +1.8% | -11.0% | +12.8% | +3.0% |
| 30D | -0.6% | -1.7% | +1.2% | -0.5% |
| 3M | +20.3% | -20.4% | +40.6% | +22.8% |
| 6M | +13.0% | -8.6% | +21.6% | +13.2% |
| YTD | -8.3% | -16.2% | +7.8% | -7.9% |
| 1Y | -1.5% | -34.6% | +33.1% | -1.3% |
| All | -1.5% | -33.5% | +32.0% | -1.3% |
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