+30.5%
SNOW vs COF
+218.1%
-187.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.5% |
| 7D | +8.4% | -2.7% | +11.0% | +9.9% |
| 30D | -1.0% | -3.4% | +2.4% | +0.7% |
| 3M | +38.3% | +15.4% | +22.9% | +28.5% |
| 6M | +81.3% | +14.4% | +66.9% | +68.4% |
| YTD | +51.1% | -12.0% | +63.1% | +58.9% |
| 1Y | +47.0% | -3.7% | +50.7% | +47.0% |
| 3Y | +99.7% | +121.1% | -21.3% | +30.8% |
| 5Y | +3.6% | +47.8% | -44.2% | -25.9% |
| All | +30.5% | +218.1% | -187.6% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling