-40.3%
NOW vs COF
-9.1%
-31.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.5% | +3.0% |
| 7D | -5.6% | -4.5% | -1.1% | -4.8% |
| 30D | -26.8% | -2.0% | -24.8% | -26.7% |
| 3M | -19.4% | -9.7% | -9.7% | -17.8% |
| 6M | +12.3% | +8.0% | +4.3% | +10.2% |
| YTD | -32.9% | -17.7% | -15.2% | -33.3% |
| 1Y | -40.3% | -9.3% | -31.0% | -42.5% |
| All | -40.3% | -9.1% | -31.2% | -42.5% |
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 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