+116.9%
COF vs NXT
+87.2%
+29.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.7% |
| 7D | -6.1% | -2.6% | -3.5% | -5.9% |
| 30D | -5.2% | -22.4% | +17.3% | -3.1% |
| 3M | +17.0% | -27.3% | +44.3% | +19.8% |
| 6M | +12.9% | -28.5% | +41.4% | +15.2% |
| YTD | -13.5% | -6.6% | -6.9% | -14.0% |
| 1Y | -5.9% | +20.4% | -26.2% | -8.5% |
| All | +116.9% | +87.2% | +29.7% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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