+3.5%
SNOW vs COF
+44.0%
-40.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.5% |
| 7D | -7.5% | -6.1% | -1.4% | -4.1% |
| 30D | -1.3% | -5.2% | +3.8% | +1.7% |
| 3M | +37.4% | +17.0% | +20.4% | +24.6% |
| 6M | +88.1% | +12.9% | +75.2% | +72.9% |
| YTD | +50.3% | -13.5% | +63.9% | +61.2% |
| 1Y | +46.0% | -5.9% | +51.9% | +47.5% |
| 3Y | +98.7% | +117.1% | -18.4% | +12.1% |
| All | +3.5% | +44.0% | -40.5% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling