+242.0%
COF vs NTRA
+3,199.2%
-2,957.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -5.1% | +0.2% | -5.4% | -5.2% |
| 30D | -6.0% | +4.1% | -10.1% | -6.7% |
| 3M | +14.8% | +50.0% | -35.2% | +6.8% |
| 6M | +15.3% | +67.3% | -52.0% | +4.9% |
| YTD | -13.0% | +43.6% | -56.6% | -19.1% |
| 1Y | -5.7% | +89.2% | -95.0% | -16.3% |
| 3Y | +118.1% | +502.5% | -384.4% | +58.2% |
| 5Y | +46.2% | +173.8% | -127.5% | +12.3% |
| All | +242.0% | +3,199.2% | -2,957.2% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling