+43.1%
COF vs NVMI
+261.9%
-218.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | -5.1% | -0.1% | -5.1% | -5.1% |
| 30D | -6.0% | -8.4% | +2.4% | -4.2% |
| 3M | +14.8% | -33.6% | +48.4% | +25.2% |
| 6M | +15.3% | -14.7% | +30.0% | +16.0% |
| YTD | -13.0% | +13.2% | -26.3% | -20.0% |
| 1Y | -5.7% | +29.0% | -34.7% | -17.3% |
| 3Y | +118.1% | +215.0% | -96.9% | +33.1% |
| All | +43.1% | +261.9% | -218.8% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 5y: compounded portfolio wealth divided by compounded NVMI 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…
5y analysis · Full analysis span regression · 6 months rolling