+43.1%
COF vs NYT
+38.8%
+4.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -5.1% | -0.6% | -4.6% | -5.0% |
| 30D | -6.0% | +4.6% | -10.6% | -7.5% |
| 3M | +14.8% | -9.6% | +24.4% | +17.9% |
| 6M | +15.3% | -14.0% | +29.3% | +20.0% |
| YTD | -13.0% | -2.8% | -10.2% | -13.6% |
| 1Y | -5.7% | +15.6% | -21.3% | -12.3% |
| 3Y | +118.1% | +56.3% | +61.8% | +76.5% |
| All | +43.1% | +38.8% | +4.3% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling