+43.1%
COF vs NSC
+42.7%
+0.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.2% |
| 7D | -5.1% | -2.8% | -2.4% | -3.5% |
| 30D | -6.0% | -4.5% | -1.5% | -3.4% |
| 3M | +14.8% | +3.5% | +11.3% | +11.7% |
| 6M | +15.3% | +8.5% | +6.8% | +8.1% |
| YTD | -13.0% | +12.3% | -25.4% | -20.5% |
| 1Y | -5.7% | +18.9% | -24.7% | -17.1% |
| 3Y | +118.1% | +74.1% | +44.0% | +45.0% |
| All | +43.1% | +42.7% | +0.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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