+242.0%
COF vs NOC
+192.5%
+49.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -5.1% | +0.8% | -5.9% | -5.4% |
| 30D | -6.0% | -9.7% | +3.7% | -2.8% |
| 3M | +14.8% | -5.6% | +20.5% | +16.7% |
| 6M | +15.3% | -28.6% | +43.9% | +28.7% |
| YTD | -13.0% | -7.9% | -5.2% | -12.2% |
| 1Y | -5.7% | -9.5% | +3.8% | -4.4% |
| 3Y | +118.1% | +28.4% | +89.8% | +85.1% |
| 5Y | +46.2% | +59.0% | -12.7% | +4.3% |
| All | +242.0% | +192.5% | +49.5% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling