+43.1%
COF vs NOC
+58.2%
-15.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -5.1% | +0.8% | -5.9% | -5.2% |
| 30D | -6.0% | -9.7% | +3.7% | -5.1% |
| 3M | +14.8% | -5.6% | +20.5% | +15.4% |
| 6M | +15.3% | -28.6% | +43.9% | +18.7% |
| YTD | -13.0% | -7.9% | -5.2% | -13.0% |
| 1Y | -5.7% | -9.5% | +3.8% | -5.5% |
| 3Y | +118.1% | +28.4% | +89.8% | +105.9% |
| All | +43.1% | +58.2% | -15.1% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling