+116.9%
COF vs NOC
+28.9%
+88.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -1.8% |
| 7D | -6.1% | -1.8% | -4.3% | -6.0% |
| 30D | -5.2% | -9.4% | +4.3% | -4.9% |
| 3M | +17.0% | -3.8% | +20.9% | +17.2% |
| 6M | +12.9% | -28.8% | +41.7% | +12.9% |
| YTD | -13.5% | -7.9% | -5.7% | -13.8% |
| 1Y | -5.9% | -9.0% | +3.2% | -6.1% |
| All | +116.9% | +28.9% | +88.0% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling