+5,625.4%
COF vs NSC
+3,135.7%
+2,489.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.6% |
| 7D | -2.7% | -2.0% | -0.6% | -1.4% |
| 30D | -3.4% | -3.2% | -0.2% | -1.6% |
| 3M | +15.4% | +3.9% | +11.5% | +12.2% |
| 6M | +14.4% | +7.8% | +6.6% | +8.2% |
| YTD | -12.0% | +13.4% | -25.4% | -19.5% |
| 1Y | -3.7% | +20.3% | -24.1% | -15.2% |
| 3Y | +121.1% | +76.1% | +45.0% | +51.6% |
| 5Y | +47.8% | +45.0% | +2.8% | +13.3% |
| 10Y | +250.3% | +335.7% | -85.4% | +43.3% |
| All | +5,625.4% | +3,135.7% | +2,489.7% | +801.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling