+72.7%
NEM vs COF
+0.3%
+72.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.3% | +1.8% | -1.5% | 0.0% |
| 30D | +23.1% | -0.6% | +23.6% | +23.1% |
| 3M | +18.5% | +20.3% | -1.8% | +15.5% |
| 6M | +7.8% | +13.0% | -5.2% | +4.9% |
| YTD | +29.1% | -8.3% | +37.4% | +25.1% |
| 1Y | +72.7% | -1.5% | +74.1% | +69.6% |
| All | +72.7% | +0.3% | +72.3% | +69.6% |
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