+5,709.6%
COF vs NOC
+4,975.7%
+733.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.9% |
| 7D | +1.2% | -2.7% | +3.9% | +2.4% |
| 30D | -1.4% | -8.9% | +7.5% | +2.5% |
| 3M | +19.0% | -3.7% | +22.7% | +20.3% |
| 6M | +14.9% | -30.8% | +45.7% | +33.6% |
| YTD | -10.7% | -7.9% | -2.7% | -9.3% |
| 1Y | -1.3% | -9.4% | +8.1% | +0.7% |
| 3Y | +124.3% | +29.0% | +95.3% | +87.4% |
| 5Y | +51.1% | +56.1% | -4.9% | +10.4% |
| 10Y | +252.4% | +186.3% | +66.1% | +88.7% |
| All | +5,709.6% | +4,975.7% | +733.9% | +691.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling