+34.3%
COF vs NDAQ
+68.2%
-33.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.2% |
| 7D | -5.0% | +1.7% | -6.7% | -6.0% |
| 30D | -2.3% | +16.2% | -18.5% | -11.0% |
| 3M | -12.7% | +14.0% | -26.6% | -19.7% |
| 6M | +6.2% | +22.3% | -16.0% | -7.2% |
| YTD | -19.2% | +13.0% | -32.2% | -26.3% |
| 1Y | -11.5% | +24.0% | -35.5% | -24.1% |
| 3Y | +92.8% | +117.1% | -24.3% | +15.8% |
| 5Y | +34.3% | +67.5% | -33.2% | -13.4% |
| All | +34.3% | +68.2% | -33.9% | -13.4% |
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