+242.0%
COF vs SNPS
+585.4%
-343.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -5.1% | +0.9% | -6.0% | -5.4% |
| 30D | -6.0% | -3.6% | -2.4% | -5.4% |
| 3M | +14.8% | -12.9% | +27.7% | +19.4% |
| 6M | +15.3% | -8.2% | +23.6% | +16.4% |
| YTD | -13.0% | -15.4% | +2.4% | -10.0% |
| 1Y | -5.7% | -9.3% | +3.6% | -6.1% |
| 3Y | +118.1% | -14.0% | +132.1% | +96.7% |
| 5Y | +46.2% | +19.5% | +26.7% | +8.3% |
| All | +242.0% | +585.4% | -343.4% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling