-59.2%
NKE vs COF
+116.3%
-175.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -4.2% | -5.1% | +1.0% | -2.5% |
| 30D | -8.2% | -6.0% | -2.2% | -6.4% |
| 3M | -19.1% | +14.8% | -33.9% | -22.7% |
| 6M | -32.6% | +15.3% | -48.0% | -35.8% |
| YTD | -40.7% | -13.0% | -27.7% | -38.7% |
| 1Y | -48.9% | -5.7% | -43.1% | -48.6% |
| 3Y | -59.2% | +118.1% | -177.4% | -63.7% |
| All | -59.2% | +116.3% | -175.5% | -63.7% |
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