+112.5%
NET vs COF
+52.8%
+59.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -7.0% | +1.8% | -8.8% | -8.1% |
| 30D | -4.8% | -0.6% | -4.2% | -4.4% |
| 3M | +3.8% | +20.3% | -16.5% | -9.3% |
| 6M | +50.0% | +13.0% | +37.0% | +35.9% |
| YTD | +41.5% | -8.3% | +49.8% | +46.8% |
| 1Y | +32.8% | -1.5% | +34.3% | +29.9% |
| 3Y | +335.9% | +122.3% | +213.6% | +103.2% |
| All | +112.5% | +52.8% | +59.7% | +20.5% |
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