+94.7%
COF vs CNH
+29.5%
+65.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -3.4% | +3.0% | -6.4% | -4.6% |
| 30D | +0.4% | -0.6% | +1.0% | +0.1% |
| 3M | -12.5% | +14.6% | -27.2% | -18.1% |
| 6M | +8.3% | +11.8% | -3.5% | +1.5% |
| YTD | -18.6% | +30.4% | -49.0% | -29.5% |
| 1Y | -8.6% | +19.1% | -27.7% | -17.8% |
| 3Y | +94.7% | +30.2% | +64.5% | +63.6% |
| All | +94.7% | +29.5% | +65.1% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling