+909.7%
NOK vs COF
+5,625.4%
-4,715.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.5% |
| 7D | +9.3% | -2.7% | +12.0% | +10.2% |
| 30D | +17.9% | -3.4% | +21.2% | +19.0% |
| 3M | -22.3% | +15.4% | -37.7% | -26.0% |
| 6M | +36.4% | +14.4% | +22.0% | +29.7% |
| YTD | +66.3% | -12.0% | +78.3% | +70.7% |
| 1Y | +134.4% | -3.7% | +138.2% | +132.6% |
| 3Y | +186.6% | +121.1% | +65.5% | +109.4% |
| 5Y | +102.7% | +47.8% | +54.9% | +64.9% |
| 10Y | +129.8% | +250.3% | -120.5% | +28.2% |
| All | +909.7% | +5,625.4% | -4,715.7% | +80.2% |
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