+789.1%
NOW vs COF
+248.6%
+540.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +0.8% |
| 7D | -6.2% | -5.1% | -1.0% | -4.5% |
| 30D | +6.1% | -6.0% | +12.1% | +8.2% |
| 3M | +28.6% | +14.8% | +13.7% | +22.5% |
| 6M | +14.6% | +15.3% | -0.7% | +8.8% |
| YTD | -13.5% | -13.0% | -0.4% | -10.4% |
| 1Y | -29.4% | -5.7% | -23.7% | -29.0% |
| 3Y | +9.4% | +118.1% | -108.8% | -17.7% |
| 5Y | +2.3% | +46.2% | -44.0% | -15.5% |
| All | +789.1% | +248.6% | +540.5% | +448.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling