+32.6%
NET vs COF
+47.3%
-14.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.4% | -1.8% |
| 7D | -16.4% | +0.7% | -17.1% | -16.9% |
| 30D | -25.8% | +5.7% | -31.6% | -28.9% |
| 3M | -11.5% | -6.7% | -4.8% | -7.7% |
| 6M | +18.9% | +9.5% | +9.4% | +9.8% |
| YTD | +35.2% | -13.9% | +49.1% | +45.7% |
| 1Y | +14.5% | -5.1% | +19.5% | +14.4% |
| 3Y | +313.8% | +103.3% | +210.5% | +99.3% |
| 5Y | +32.6% | +46.8% | -14.2% | -21.3% |
| All | +32.6% | +47.3% | -14.7% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling