+302.3%
NEM vs COF
+248.6%
+53.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.5% |
| 7D | -1.0% | -5.1% | +4.1% | -0.6% |
| 30D | +7.8% | -6.0% | +13.9% | +8.4% |
| 3M | +30.2% | +14.8% | +15.4% | +28.7% |
| 6M | +9.6% | +15.3% | -5.7% | +8.3% |
| YTD | +27.8% | -13.0% | +40.9% | +28.7% |
| 1Y | +60.7% | -5.7% | +66.4% | +60.7% |
| 3Y | +245.3% | +118.1% | +127.2% | +222.0% |
| 5Y | +155.3% | +46.2% | +109.1% | +140.0% |
| All | +302.3% | +248.6% | +53.7% | +254.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling