+240.0%
COF vs CNH
+157.1%
+83.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.2% |
| 7D | -6.1% | -2.5% | -3.6% | -5.0% |
| 30D | -5.2% | +27.0% | -32.2% | -17.6% |
| 3M | +17.0% | +32.6% | -15.6% | -1.6% |
| 6M | +12.9% | +23.6% | -10.7% | -2.8% |
| YTD | -13.5% | +47.8% | -61.4% | -33.3% |
| 1Y | -5.9% | +21.3% | -27.1% | -19.2% |
| 3Y | +117.1% | +7.0% | +110.2% | +91.0% |
| 5Y | +45.4% | +10.2% | +35.2% | +19.5% |
| All | +240.0% | +157.1% | +83.0% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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