+487.3%
COF vs NVMI
+1,933.5%
-1,446.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.5% |
| 7D | -6.1% | +3.8% | -9.9% | -6.6% |
| 30D | -5.2% | -7.6% | +2.4% | -4.2% |
| 3M | +17.0% | -28.0% | +45.0% | +21.6% |
| 6M | +12.9% | -15.3% | +28.2% | +14.0% |
| YTD | -13.5% | +11.5% | -25.0% | -16.5% |
| 1Y | -5.9% | +31.6% | -37.5% | -11.6% |
| 3Y | +117.1% | +207.0% | -89.8% | +76.7% |
| 5Y | +45.4% | +262.8% | -217.4% | +14.4% |
| 10Y | +244.1% | +3,074.6% | -2,830.5% | +106.3% |
| All | +487.3% | +1,933.5% | -1,446.2% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling