+45.4%
NU vs COF
+52.0%
-6.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.1% |
| 7D | -4.2% | -6.1% | +1.9% | -1.0% |
| 30D | +10.0% | -5.2% | +15.2% | +13.3% |
| 3M | +29.3% | +17.0% | +12.3% | +18.7% |
| 6M | +0.9% | +12.9% | -12.0% | -5.5% |
| YTD | -10.3% | -13.5% | +3.3% | -4.2% |
| 1Y | -3.2% | -5.9% | +2.7% | -1.7% |
| 3Y | +120.6% | +117.1% | +3.4% | +33.0% |
| All | +45.4% | +52.0% | -6.6% | +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 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