-5.7%
COF vs NI
+4.4%
-10.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -5.1% | 0.0% | -5.2% | -5.1% |
| 30D | -6.0% | -1.4% | -4.6% | -5.9% |
| 3M | +14.8% | -10.6% | +25.4% | +16.1% |
| 6M | +15.3% | -9.3% | +24.7% | +16.2% |
| YTD | -13.0% | +1.1% | -14.2% | -14.3% |
| 1Y | -5.7% | +3.4% | -9.1% | -7.3% |
| All | -5.7% | +4.4% | -10.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling