+47.8%
COF vs NIO
-90.3%
+138.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -1.2% |
| 7D | -2.7% | -4.1% | +1.5% | -2.1% |
| 30D | -3.4% | -23.2% | +19.9% | -0.2% |
| 3M | +15.4% | -29.9% | +45.3% | +20.3% |
| 6M | +14.4% | -25.1% | +39.5% | +17.3% |
| YTD | -12.0% | -27.5% | +15.5% | -9.7% |
| 1Y | -3.7% | -41.1% | +37.3% | +0.8% |
| 3Y | +121.1% | -63.1% | +184.2% | +135.3% |
| 5Y | +47.8% | -90.4% | +138.2% | +80.9% |
| All | +47.8% | -90.3% | +138.1% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling