+43.1%
COF vs NTRS
+93.2%
-50.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.2% |
| 7D | -5.1% | +1.4% | -6.5% | -6.1% |
| 30D | -6.0% | -0.7% | -5.4% | -5.6% |
| 3M | +14.8% | +11.3% | +3.5% | +5.6% |
| 6M | +15.3% | +35.5% | -20.2% | -9.4% |
| YTD | -13.0% | +40.6% | -53.6% | -33.5% |
| 1Y | -5.7% | +49.2% | -54.9% | -31.2% |
| 3Y | +118.1% | +167.2% | -49.1% | +0.9% |
| All | +43.1% | +93.2% | -50.1% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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