+118.1%
COF vs NTR
+36.8%
+81.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.6% |
| 7D | -5.1% | -1.3% | -3.9% | -5.0% |
| 30D | -6.0% | +16.8% | -22.8% | -7.4% |
| 3M | +14.8% | +20.7% | -5.9% | +12.5% |
| 6M | +15.3% | +0.5% | +14.8% | +15.4% |
| YTD | -13.0% | +29.2% | -42.2% | -17.8% |
| 1Y | -5.7% | +39.6% | -45.3% | -12.7% |
| 3Y | +118.1% | +37.9% | +80.3% | +102.1% |
| All | +118.1% | +36.8% | +81.4% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling