+280.8%
COP vs SNAP
-79.3%
+360.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.8% |
| 7D | -11.5% | -7.1% | -4.4% | -11.2% |
| 30D | +5.0% | -14.6% | +19.6% | +5.8% |
| 3M | +17.5% | -5.0% | +22.5% | +17.4% |
| 6M | +16.2% | -18.8% | +35.1% | +17.0% |
| YTD | +48.8% | -38.5% | +87.3% | +52.1% |
| 1Y | +64.1% | -38.1% | +102.2% | +67.6% |
| 3Y | +25.7% | -53.8% | +79.4% | +26.8% |
| 5Y | +114.4% | -90.7% | +205.0% | +132.6% |
| All | +280.8% | -79.3% | +360.2% | +207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling