+2,771.1%
NOW vs COF
+411.2%
+2,360.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -2.4% | +1.8% | -4.2% | -3.0% |
| 30D | +20.5% | -0.6% | +21.1% | +20.6% |
| 3M | +18.3% | +20.3% | -1.9% | +10.2% |
| 6M | +24.1% | +13.0% | +11.0% | +17.9% |
| YTD | -7.8% | -8.3% | +0.5% | -6.0% |
| 1Y | -21.4% | -1.5% | -19.9% | -22.3% |
| 3Y | +19.5% | +122.3% | -102.7% | -13.9% |
| 5Y | +4.1% | +52.5% | -48.4% | -16.7% |
| 10Y | +826.4% | +264.9% | +561.5% | +364.4% |
| All | +2,771.1% | +411.2% | +2,360.0% | +1,150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling