+90.0%
COF vs NXT
+168.4%
-78.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.7% |
| 7D | -6.1% | -2.6% | -3.5% | -5.8% |
| 30D | -5.2% | -22.4% | +17.3% | -2.8% |
| 3M | +17.0% | -27.3% | +44.3% | +20.2% |
| 6M | +12.9% | -28.5% | +41.4% | +15.4% |
| YTD | -13.5% | -6.6% | -6.9% | -14.3% |
| 1Y | -5.9% | +20.4% | -26.2% | -9.3% |
| 3Y | +117.1% | +90.9% | +26.2% | +91.3% |
| All | +90.0% | +168.4% | -78.4% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling