+338.1%
COF vs NWSA
+123.2%
+215.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.4% |
| 7D | +1.2% | -2.6% | +3.9% | +2.9% |
| 30D | -1.4% | +4.6% | -6.0% | -4.1% |
| 3M | +19.0% | +10.2% | +8.8% | +11.6% |
| 6M | +14.9% | +21.6% | -6.7% | +0.9% |
| YTD | -10.7% | +14.6% | -25.3% | -19.1% |
| 1Y | -1.3% | +0.4% | -1.6% | -3.3% |
| 3Y | +124.3% | +45.0% | +79.3% | +74.5% |
| 5Y | +51.1% | +41.3% | +9.8% | +16.9% |
| 10Y | +252.4% | +142.8% | +109.6% | +82.0% |
| All | +338.1% | +123.2% | +215.0% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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