+322.4%
NET vs COF
+103.7%
+218.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.4% | -2.0% |
| 7D | -16.4% | +0.7% | -17.1% | -16.7% |
| 30D | -25.8% | +5.7% | -31.6% | -27.8% |
| 3M | -11.5% | -6.7% | -4.8% | -8.9% |
| 6M | +18.9% | +9.5% | +9.4% | +12.9% |
| YTD | +35.2% | -13.9% | +49.1% | +43.1% |
| 1Y | +14.5% | -5.1% | +19.5% | +15.0% |
| All | +322.4% | +103.7% | +218.7% | +144.4% |
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