+5,523.6%
COF vs NI
+2,671.5%
+2,852.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.4% |
| 7D | -6.1% | -0.6% | -5.5% | -5.8% |
| 30D | -5.2% | -1.4% | -3.8% | -4.4% |
| 3M | +17.0% | -10.6% | +27.6% | +24.5% |
| 6M | +12.9% | -9.9% | +22.8% | +19.1% |
| YTD | -13.5% | +1.2% | -14.7% | -15.1% |
| 1Y | -5.9% | +4.4% | -10.3% | -9.7% |
| 3Y | +117.1% | +68.6% | +48.5% | +52.9% |
| 5Y | +45.4% | +98.0% | -52.6% | -8.9% |
| 10Y | +244.1% | +143.6% | +100.5% | +80.7% |
| All | +5,523.6% | +2,671.5% | +2,852.1% | +507.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling