+43.1%
COF vs NTR
+45.7%
-2.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | -5.1% | -1.3% | -3.9% | -4.9% |
| 30D | -6.0% | +16.8% | -22.8% | -9.4% |
| 3M | +14.8% | +20.7% | -5.9% | +9.5% |
| 6M | +15.3% | +0.5% | +14.8% | +14.3% |
| YTD | -13.0% | +29.2% | -42.2% | -20.3% |
| 1Y | -5.7% | +39.6% | -45.3% | -15.9% |
| 3Y | +118.1% | +37.9% | +80.3% | +91.8% |
| All | +43.1% | +45.7% | -2.6% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling