+43.1%
COF vs NRG
+194.8%
-151.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.1% |
| 7D | -5.1% | -4.7% | -0.5% | -3.9% |
| 30D | -6.0% | -6.0% | -0.1% | -4.7% |
| 3M | +14.8% | -8.0% | +22.8% | +15.7% |
| 6M | +15.3% | -23.2% | +38.5% | +21.1% |
| YTD | -13.0% | -28.1% | +15.0% | -7.4% |
| 1Y | -5.7% | -27.3% | +21.6% | -0.7% |
| 3Y | +118.1% | +208.7% | -90.5% | +23.6% |
| All | +43.1% | +194.8% | -151.7% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling