+96.3%
COF vs NXT
+181.9%
-85.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.7% |
| 7D | +1.2% | +2.9% | -1.6% | +1.0% |
| 30D | -1.4% | -17.2% | +15.8% | +0.4% |
| 3M | +19.0% | -32.0% | +51.0% | +23.1% |
| 6M | +14.9% | -15.8% | +30.6% | +15.4% |
| YTD | -10.7% | -1.9% | -8.8% | -11.8% |
| 1Y | -1.3% | +22.5% | -23.8% | -5.1% |
| 3Y | +124.3% | +100.5% | +23.8% | +96.7% |
| All | +96.3% | +181.9% | -85.7% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling