+116.9%
COF vs NIO
-65.5%
+182.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -1.6% |
| 7D | -6.1% | -7.3% | +1.2% | -5.6% |
| 30D | -5.2% | -22.5% | +17.4% | -3.6% |
| 3M | +17.0% | -30.9% | +47.9% | +19.7% |
| 6M | +12.9% | -37.2% | +50.1% | +15.9% |
| YTD | -13.5% | -29.8% | +16.3% | -12.2% |
| 1Y | -5.9% | -37.4% | +31.5% | -3.9% |
| All | +116.9% | -65.5% | +182.4% | +127.2% |
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