+363.4%
COF vs NDAQ
+2,627.5%
-2,264.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -3.4% | +1.3% | -4.6% | -4.0% |
| 30D | +0.4% | +18.0% | -17.6% | -7.6% |
| 3M | -12.5% | +11.5% | -24.1% | -17.4% |
| 6M | +8.3% | +21.1% | -12.8% | -2.3% |
| YTD | -18.6% | +12.8% | -31.4% | -24.3% |
| 1Y | -8.6% | +25.7% | -34.3% | -19.4% |
| 3Y | +94.7% | +116.8% | -22.1% | +32.2% |
| 5Y | +35.3% | +67.3% | -31.9% | +3.1% |
| 10Y | +185.1% | +473.3% | -288.2% | +23.2% |
| All | +363.4% | +2,627.5% | -2,264.2% | +9.0% |
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