+302.6%
COF vs CNH
+64.7%
+237.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.5% | -2.4% |
| 7D | +1.8% | +23.3% | -21.5% | -8.5% |
| 30D | -0.6% | +33.5% | -34.0% | -14.6% |
| 3M | +20.3% | +32.7% | -12.4% | +2.9% |
| 6M | +13.0% | +22.2% | -9.2% | -0.6% |
| YTD | -8.3% | +57.7% | -66.0% | -29.6% |
| 1Y | -1.5% | +28.0% | -29.4% | -16.3% |
| 3Y | +122.3% | +11.5% | +110.7% | +94.8% |
| 5Y | +52.5% | +11.9% | +40.6% | +29.0% |
| 10Y | +264.9% | +162.8% | +102.1% | +95.6% |
| All | +302.6% | +64.7% | +237.9% | +128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling