+11.8%
NOW vs COF
+124.4%
-112.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.6% | -2.4% | -4.0% |
| 7D | -6.1% | +1.2% | -7.3% | -6.5% |
| 30D | +7.5% | -1.4% | +8.9% | +7.9% |
| 3M | +17.5% | +19.0% | -1.5% | +9.6% |
| 6M | +7.9% | +14.9% | -6.9% | +2.0% |
| YTD | -12.4% | -10.7% | -1.7% | -9.6% |
| 1Y | -28.6% | -1.3% | -27.3% | -29.6% |
| 3Y | +11.8% | +124.3% | -112.5% | -12.6% |
| All | +11.8% | +124.4% | -112.6% | -12.6% |
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