-21.4%
NOW vs COF
+0.3%
-21.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -2.4% | +1.8% | -4.2% | -2.8% |
| 30D | +20.5% | -0.6% | +21.1% | +20.6% |
| 3M | +18.3% | +20.3% | -1.9% | +13.2% |
| 6M | +24.1% | +13.0% | +11.0% | +19.9% |
| YTD | -7.8% | -8.3% | +0.5% | -8.3% |
| 1Y | -21.4% | -1.5% | -19.9% | -24.0% |
| All | -21.4% | +0.3% | -21.7% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling