+29.6%
SNOW vs COF
+214.3%
-184.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -2.4% | -5.1% | +2.7% | +0.1% |
| 30D | -1.0% | -6.0% | +5.0% | +2.0% |
| 3M | +36.9% | +14.8% | +22.0% | +27.5% |
| 6M | +83.4% | +15.3% | +68.0% | +69.6% |
| YTD | +50.0% | -13.0% | +63.0% | +58.6% |
| 1Y | +46.5% | -5.7% | +52.2% | +48.0% |
| 3Y | +93.3% | +118.1% | -24.8% | +27.4% |
| 5Y | +3.3% | +46.2% | -42.9% | -25.7% |
| All | +29.6% | +214.3% | -184.7% | +1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling