+514.0%
NOW vs COF
+185.2%
+328.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +0.3% | -3.4% | +3.6% | +1.4% |
| 30D | -27.0% | +0.4% | -27.3% | -27.2% |
| 3M | -19.6% | -12.5% | -7.1% | -16.3% |
| 6M | +17.5% | +8.3% | +9.2% | +13.7% |
| YTD | -33.3% | -18.6% | -14.7% | -29.6% |
| 1Y | -39.8% | -8.6% | -31.2% | -39.0% |
| 3Y | -19.9% | +94.7% | -114.6% | -37.6% |
| 5Y | -26.1% | +35.3% | -61.4% | -37.5% |
| All | +514.0% | +185.2% | +328.8% | +316.4% |
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