-1.5%
COF vs NVDL
+42.2%
-43.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.5% |
| 7D | +1.8% | +11.7% | -9.9% | +1.0% |
| 30D | -0.6% | +7.8% | -8.4% | -1.3% |
| 3M | +20.3% | +3.3% | +17.0% | +19.5% |
| 6M | +13.0% | +38.9% | -25.9% | +8.5% |
| YTD | -8.3% | +28.5% | -36.8% | -12.1% |
| 1Y | -1.5% | +40.6% | -42.1% | -5.1% |
| All | -1.5% | +42.2% | -43.6% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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