+245.3%
NEM vs COF
+116.3%
+129.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | -1.0% | -5.1% | +4.1% | -0.2% |
| 30D | +7.8% | -6.0% | +13.9% | +8.8% |
| 3M | +30.2% | +14.8% | +15.4% | +27.5% |
| 6M | +9.6% | +15.3% | -5.7% | +7.1% |
| YTD | +27.8% | -13.0% | +40.9% | +29.0% |
| 1Y | +60.7% | -5.7% | +66.4% | +60.4% |
| 3Y | +245.3% | +118.1% | +127.2% | +149.1% |
| All | +245.3% | +116.3% | +129.0% | +149.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling