+45.4%
COF vs NDAQ
+48.4%
-3.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -0.4% |
| 7D | -6.1% | -6.8% | +0.7% | -2.1% |
| 30D | -5.2% | -3.2% | -2.0% | -3.4% |
| 3M | +17.0% | +6.5% | +10.5% | +11.9% |
| 6M | +12.9% | +5.7% | +7.2% | +7.8% |
| YTD | -13.5% | -4.6% | -8.9% | -12.3% |
| 1Y | -5.9% | -1.6% | -4.3% | -6.7% |
| 3Y | +117.1% | +86.4% | +30.7% | +45.6% |
| 5Y | +45.4% | +50.3% | -4.9% | +1.4% |
| All | +45.4% | +48.4% | -3.0% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling