+285.3%
COP vs SNAP
-77.7%
+363.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.1% | +1.2% |
| 7D | +0.7% | -9.8% | +10.5% | +1.3% |
| 30D | +0.2% | -18.2% | +18.4% | +1.4% |
| 3M | +10.2% | -3.1% | +13.3% | +10.0% |
| 6M | +20.1% | -7.1% | +27.2% | +19.8% |
| YTD | +50.5% | -33.8% | +84.3% | +53.1% |
| 1Y | +56.8% | -39.0% | +95.8% | +60.4% |
| 3Y | +30.3% | -52.8% | +83.1% | +31.4% |
| 5Y | +126.8% | -90.0% | +216.8% | +144.9% |
| All | +285.3% | -77.7% | +363.0% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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