+98.1%
NU vs COF
+116.3%
-18.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -2.9% |
| 7D | -4.9% | -5.1% | +0.3% | -2.6% |
| 30D | +7.8% | -6.0% | +13.8% | +11.0% |
| 3M | +20.9% | +14.8% | +6.1% | +13.6% |
| 6M | +0.9% | +15.3% | -14.4% | -5.4% |
| YTD | -12.7% | -13.0% | +0.4% | -8.3% |
| 1Y | -6.4% | -5.7% | -0.7% | -5.4% |
| 3Y | +98.1% | +118.1% | -20.0% | +53.9% |
| All | +98.1% | +116.3% | -18.2% | +53.9% |
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