+5,709.6%
COF vs SNPS
+3,272.3%
+2,437.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | +1.2% | -5.5% | +6.7% | +3.0% |
| 30D | -1.4% | -5.8% | +4.4% | 0.0% |
| 3M | +19.0% | -17.2% | +36.2% | +25.4% |
| 6M | +14.9% | -10.4% | +25.3% | +17.0% |
| YTD | -10.7% | -16.5% | +5.9% | -7.3% |
| 1Y | -1.3% | -35.6% | +34.4% | +6.4% |
| 3Y | +124.3% | -14.6% | +138.9% | +113.0% |
| 5Y | +51.1% | +16.5% | +34.7% | +26.6% |
| 10Y | +252.4% | +556.6% | -304.2% | +64.1% |
| All | +5,709.6% | +3,272.3% | +2,437.3% | +1,503.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling