+394.8%
COF vs SNY
+241.9%
+152.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -5.1% | -3.3% | -1.8% | -3.4% |
| 30D | -6.0% | -2.2% | -3.9% | -5.0% |
| 3M | +14.8% | -3.0% | +17.9% | +16.3% |
| 6M | +15.3% | +2.7% | +12.6% | +13.1% |
| YTD | -13.0% | -6.8% | -6.2% | -10.5% |
| 1Y | -5.7% | -5.3% | -0.4% | -4.4% |
| 3Y | +118.1% | -9.8% | +127.9% | +112.6% |
| 5Y | +46.2% | +9.7% | +36.6% | +22.7% |
| 10Y | +246.1% | +64.5% | +181.6% | +116.3% |
| All | +394.8% | +241.9% | +152.8% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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