+52.0%
SNOW vs COF
+0.3%
+51.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | +2.8% | +1.8% | +1.0% | +2.3% |
| 30D | +6.4% | -0.6% | +7.0% | +6.6% |
| 3M | +38.1% | +20.3% | +17.8% | +29.8% |
| 6M | +100.4% | +13.0% | +87.4% | +92.3% |
| YTD | +53.7% | -8.3% | +62.0% | +55.8% |
| 1Y | +52.0% | -1.5% | +53.4% | +54.2% |
| All | +52.0% | +0.3% | +51.6% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling