+242.0%
COF vs NYT
+489.9%
-247.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -5.1% | -0.6% | -4.6% | -4.9% |
| 30D | -6.0% | +4.6% | -10.6% | -7.6% |
| 3M | +14.8% | -9.6% | +24.4% | +18.2% |
| 6M | +15.3% | -14.0% | +29.3% | +20.4% |
| YTD | -13.0% | -2.8% | -10.2% | -13.5% |
| 1Y | -5.7% | +15.6% | -21.3% | -12.4% |
| 3Y | +118.1% | +56.3% | +61.8% | +76.6% |
| 5Y | +46.2% | +39.5% | +6.7% | +18.9% |
| All | +242.0% | +489.9% | -247.9% | +65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling