+1,449.6%
NET vs COF
+163.3%
+1,286.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -7.0% | +1.8% | -8.8% | -7.6% |
| 30D | -4.8% | -0.6% | -4.2% | -4.6% |
| 3M | +3.8% | +20.3% | -16.5% | -3.1% |
| 6M | +50.0% | +13.0% | +37.0% | +42.8% |
| YTD | +41.5% | -8.3% | +49.8% | +44.5% |
| 1Y | +32.8% | -1.5% | +34.3% | +32.0% |
| 3Y | +335.9% | +122.3% | +213.6% | +226.2% |
| 5Y | +113.8% | +52.5% | +61.3% | +67.8% |
| All | +1,449.6% | +163.3% | +1,286.2% | +1,248.5% |
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 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