-17.1%
NOW vs COF
+96.7%
-113.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.4% |
| 7D | -3.1% | -5.8% | +2.7% | -1.0% |
| 30D | -27.0% | -0.3% | -26.7% | -27.2% |
| 3M | -17.7% | -8.5% | -9.2% | -15.3% |
| 6M | +12.7% | +5.6% | +7.1% | +9.4% |
| YTD | -32.9% | -17.1% | -15.8% | -29.0% |
| 1Y | -40.4% | -7.4% | -33.0% | -40.0% |
| 3Y | -17.1% | +99.1% | -116.2% | -31.9% |
| All | -17.1% | +96.7% | -113.8% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling