+46.5%
SNOW vs COF
-4.6%
+51.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -2.4% | -5.1% | +2.7% | -0.7% |
| 30D | -1.0% | -6.0% | +5.0% | +1.1% |
| 3M | +36.9% | +14.8% | +22.0% | +30.5% |
| 6M | +83.4% | +15.3% | +68.0% | +74.2% |
| YTD | +50.0% | -13.0% | +63.0% | +55.1% |
| 1Y | +46.5% | -5.7% | +52.2% | +51.3% |
| All | +46.5% | -4.6% | +51.1% | +51.3% |
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