-6.5%
COF vs NYT
+11.3%
-17.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -2.3% | -5.5% | +3.2% | -1.5% |
| 30D | +4.1% | +2.7% | +1.4% | +3.6% |
| 3M | -7.7% | +0.5% | -8.2% | -7.9% |
| 6M | +8.3% | -14.6% | +22.9% | +10.4% |
| YTD | -14.9% | -4.4% | -10.5% | -13.1% |
| 1Y | -6.5% | +15.2% | -21.7% | -5.3% |
| All | -6.5% | +11.3% | -17.8% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling