+2.9%
NXPI vs COF
+0.3%
+2.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +1.9% | +1.8% | +0.1% | +1.2% |
| 30D | -1.4% | -0.6% | -0.9% | -1.3% |
| 3M | -29.1% | +20.3% | -49.3% | -34.2% |
| 6M | +6.2% | +13.0% | -6.8% | +0.3% |
| YTD | +5.9% | -8.3% | +14.2% | +9.9% |
| 1Y | +2.9% | -1.5% | +4.3% | -1.2% |
| All | +2.9% | +0.3% | +2.6% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling