+51.1%
COF vs CNH
+7.1%
+44.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +3.0% | -0.2% |
| 7D | +1.2% | +8.8% | -7.6% | -2.5% |
| 30D | -1.4% | +24.7% | -26.1% | -11.0% |
| 3M | +19.0% | +27.3% | -8.3% | +5.8% |
| 6M | +14.9% | +23.2% | -8.3% | +2.5% |
| YTD | -10.7% | +48.9% | -59.6% | -27.6% |
| 1Y | -1.3% | +19.4% | -20.7% | -11.5% |
| 3Y | +124.3% | +7.8% | +116.6% | +104.6% |
| 5Y | +51.1% | +8.7% | +42.4% | +26.2% |
| All | +51.1% | +7.1% | +44.0% | +26.2% |
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