+421.6%
COF vs NDAQ
+2,327.9%
-1,906.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | +0.5% |
| 7D | +1.8% | -2.4% | +4.3% | +3.0% |
| 30D | -0.6% | +2.5% | -3.0% | -1.8% |
| 3M | +20.3% | +9.9% | +10.4% | +14.3% |
| 6M | +13.0% | +9.4% | +3.6% | +7.3% |
| YTD | -8.3% | +0.4% | -8.7% | -9.5% |
| 1Y | -1.5% | +4.0% | -5.5% | -4.6% |
| 3Y | +122.3% | +94.4% | +27.9% | +59.2% |
| 5Y | +52.5% | +56.7% | -4.2% | +20.1% |
| 10Y | +264.9% | +375.3% | -110.4% | +72.8% |
| All | +421.6% | +2,327.9% | -1,906.3% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling