+242.0%
COF vs NRG
+1,083.9%
-841.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | 0.0% |
| 7D | -5.1% | -4.7% | -0.5% | -3.6% |
| 30D | -6.0% | -6.0% | -0.1% | -4.4% |
| 3M | +14.8% | -8.0% | +22.8% | +16.0% |
| 6M | +15.3% | -23.2% | +38.5% | +22.4% |
| YTD | -13.0% | -28.1% | +15.0% | -6.3% |
| 1Y | -5.7% | -27.3% | +21.6% | +0.3% |
| 3Y | +118.1% | +208.7% | -90.5% | +22.0% |
| 5Y | +46.2% | +197.7% | -151.4% | -18.8% |
| All | +242.0% | +1,083.9% | -841.9% | +40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling