-5.1%
COF vs NRG
-50.8%
+45.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.5% | +12.4% | +0.5% |
| 7D | +0.7% | -13.7% | +14.4% | +2.4% |
| 30D | +5.7% | -13.6% | +19.3% | +7.4% |
| 3M | -6.7% | -28.5% | +21.8% | -3.2% |
| 6M | +9.5% | -45.8% | +55.3% | +15.9% |
| YTD | -13.9% | -46.9% | +33.1% | -8.3% |
| 1Y | -5.1% | -49.7% | +44.7% | +1.6% |
| All | -5.1% | -50.8% | +45.7% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling