+28.0%
NBIS vs COF
-4.4%
+32.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.5% | -6.1% |
| 7D | -22.4% | +0.7% | -23.1% | -22.7% |
| 30D | -39.1% | +5.7% | -44.9% | -40.9% |
| 3M | -37.3% | -6.7% | -30.6% | -35.0% |
| 6M | -19.8% | +9.5% | -29.3% | -23.8% |
| YTD | +69.1% | -13.9% | +82.9% | +77.3% |
| 1Y | +28.0% | -5.1% | +33.1% | +28.1% |
| All | +28.0% | -4.4% | +32.5% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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