+43.1%
COF vs NI
+96.9%
-53.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -5.1% | 0.0% | -5.2% | -5.2% |
| 30D | -6.0% | -1.4% | -4.6% | -5.5% |
| 3M | +14.8% | -10.6% | +25.4% | +20.0% |
| 6M | +15.3% | -9.3% | +24.7% | +19.4% |
| YTD | -13.0% | +1.1% | -14.2% | -14.5% |
| 1Y | -5.7% | +3.4% | -9.1% | -8.4% |
| 3Y | +118.1% | +67.9% | +50.3% | +68.0% |
| All | +43.1% | +96.9% | -53.8% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling