+359.9%
COF vs NDAQ
+2,632.1%
-2,272.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.3% |
| 7D | -5.0% | +1.7% | -6.7% | -5.8% |
| 30D | -2.3% | +16.2% | -18.5% | -9.4% |
| 3M | -12.7% | +14.0% | -26.6% | -18.4% |
| 6M | +6.2% | +22.3% | -16.0% | -4.6% |
| YTD | -19.2% | +13.0% | -32.2% | -24.9% |
| 1Y | -11.5% | +24.0% | -35.5% | -21.4% |
| 3Y | +92.8% | +117.1% | -24.3% | +30.9% |
| 5Y | +34.3% | +67.5% | -33.2% | +2.3% |
| 10Y | +183.0% | +474.3% | -291.3% | +22.2% |
| All | +359.9% | +2,632.1% | -2,272.2% | +8.1% |
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