+34.3%
COF vs NIO
-92.9%
+127.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.9% | +4.1% | -1.1% |
| 7D | -5.0% | -4.7% | -0.3% | -4.5% |
| 30D | -2.3% | -14.3% | +12.1% | -0.5% |
| 3M | -12.7% | -32.8% | +20.2% | -8.5% |
| 6M | +6.2% | -49.8% | +56.0% | +14.9% |
| YTD | -19.2% | -40.2% | +21.0% | -15.2% |
| 1Y | -11.5% | -52.7% | +41.2% | -4.4% |
| 3Y | +92.8% | -57.9% | +150.7% | +99.3% |
| 5Y | +34.3% | -92.9% | +127.2% | +68.8% |
| All | +34.3% | -92.9% | +127.2% | +68.8% |
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