+37.0%
COF vs CNH
-11.0%
+47.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | -0.1% |
| 7D | -4.5% | +6.7% | -11.1% | -7.3% |
| 30D | -2.0% | +7.2% | -9.2% | -5.3% |
| 3M | -9.7% | +17.5% | -27.2% | -17.3% |
| 6M | +8.0% | +15.0% | -6.9% | -1.2% |
| YTD | -17.7% | +36.8% | -54.5% | -31.6% |
| 1Y | -9.3% | +27.6% | -37.0% | -22.2% |
| 3Y | +96.3% | +34.3% | +62.0% | +57.5% |
| 5Y | +37.0% | -12.2% | +49.2% | +28.1% |
| All | +37.0% | -11.0% | +47.9% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling