+413.2%
NEM vs COF
+5,625.4%
-5,212.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +3.1% | -2.7% | +5.7% | +3.2% |
| 30D | +10.0% | -3.4% | +13.4% | +10.2% |
| 3M | +30.9% | +15.4% | +15.5% | +29.8% |
| 6M | +10.5% | +14.4% | -3.9% | +9.6% |
| YTD | +29.7% | -12.0% | +41.7% | +30.4% |
| 1Y | +71.1% | -3.7% | +74.9% | +71.1% |
| 3Y | +252.1% | +121.1% | +131.0% | +234.6% |
| 5Y | +157.7% | +47.8% | +109.9% | +148.3% |
| 10Y | +319.4% | +250.3% | +69.0% | +279.2% |
| All | +413.2% | +5,625.4% | -5,212.2% | +376.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling