+93.2%
COF vs NDAQ
+118.0%
-24.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.3% |
| 7D | -5.0% | +1.7% | -6.7% | -5.9% |
| 30D | -2.3% | +16.2% | -18.5% | -10.6% |
| 3M | -12.7% | +14.0% | -26.6% | -19.3% |
| 6M | +6.2% | +22.3% | -16.0% | -6.6% |
| YTD | -19.2% | +13.0% | -32.2% | -25.7% |
| 1Y | -11.5% | +24.0% | -35.5% | -24.0% |
| All | +93.2% | +118.0% | -24.9% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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