+45.4%
COF vs SNPS
+18.4%
+27.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | -6.1% | -4.6% | -1.5% | -4.9% |
| 30D | -5.2% | -3.3% | -1.8% | -4.7% |
| 3M | +17.0% | -13.8% | +30.8% | +21.2% |
| 6M | +12.9% | -8.2% | +21.1% | +13.8% |
| YTD | -13.5% | -15.4% | +1.9% | -11.1% |
| 1Y | -5.9% | +2.4% | -8.3% | -9.8% |
| 3Y | +117.1% | -13.5% | +130.6% | +94.7% |
| 5Y | +45.4% | +19.5% | +25.9% | +8.3% |
| All | +45.4% | +18.4% | +27.0% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling