+93.2%
COF vs NIO
-58.0%
+151.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.9% | +4.1% | -1.4% |
| 7D | -5.0% | -4.7% | -0.3% | -4.8% |
| 30D | -2.3% | -14.3% | +12.1% | -1.4% |
| 3M | -12.7% | -32.8% | +20.2% | -10.6% |
| 6M | +6.2% | -49.8% | +56.0% | +10.5% |
| YTD | -19.2% | -40.2% | +21.0% | -17.2% |
| 1Y | -11.5% | -52.7% | +41.2% | -7.9% |
| All | +93.2% | -58.0% | +151.2% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 3y: compounded portfolio wealth divided by compounded NIO 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…
3y analysis · Full analysis span regression · 6 months rolling